Nonparametric estimation of piecewise smooth regression functions

Michael Kohler

Statistics & Probability Letters, 1999, vol. 43, issue 1, 49-55

Abstract: Estimation of univariate regression functions from bounded i.i.d. data is considered. Estimates are defined by minimizing a complexity penalized residual sum of squares over all piecewise polynomials. The integrated squared error of these estimates achieves for piecewise p-smooth regression functions the rate (ln2(n)/n)2p/(2p+1).

Keywords: Least; squares; Regression; estimate; Rate; of; convergence; Complexity; regularization (search for similar items in EconPapers)
Date: 1999
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