Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in L2

Rafaj[left ceiling]owicz, Ewaryst

Statistics & Probability Letters, 1987, vol. 5, issue 3, 219-224

Abstract: In this note a class of nonparametric orthogonal series type estimators for regression function fitting is considered. Sufficient conditions are given for the estimators to attain the optimal convergence rate in the mean integrated square error sense. Using results from the theory of numerical integration, examples of estimators are given, for which the above mentioned conditions hold.

Keywords: nonparametric; estimation; orthogonal; series; estimator; convergence; rate; quadrature; formula (search for similar items in EconPapers)
Date: 1987
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