Consistent nonparametric regression from recursive partitioning schemes

Louis Gordon and Richard A. Olshen

Journal of Multivariate Analysis, 1980, vol. 10, issue 4, 611-627

Abstract: We here extend our results on asymptotically Bayes risk efficient classification to the general regression scenario. More precisely, we find Lp consistent estimators for an arbitrary regression function provided only that the dependent variable has a finite absolute pth moment. The estimators are truncated and untruncated local means derived from recursive partitioning schemes.

Keywords: Nonparametric; regression; recursive; partitioning; schemes; convergence; in; pth; mean (search for similar items in EconPapers)
Date: 1980
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Citations: View citations in EconPapers (5)

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