Halton and Hammersley sequences in multivariate nonparametric regression

Ewaryst Rafajlowicz and Rainer Schwabe

Statistics & Probability Letters, 2006, vol. 76, issue 8, 803-812

Abstract: The present paper generalizes results by Rafajlowicz and Schwabe [2003. Equidistributed designs in nonparametric regression. Statist. Sinica 13, 129-142] for quasi least squares estimators in additive regression to a general multivariate regression setup. Equidistributed sequences of Halton or Hammersley type provide consistent regression estimators with a satisfactory rate of convergence. As those sequences are easy to construct they can serve as suitable experimental designs. Optimal generators for the Halton and Hammersley sequences are found by exhaustive search.

Keywords: Experimental; design; Nonparametric; regression; Quasi-random; sequences (search for similar items in EconPapers)
Date: 2006
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