Challenging the curse of dimensionality in multivariate local linear regression
نویسندگان
چکیده
منابع مشابه
Challenging the curse of dimensionality in multivariate local linear regression
Local polynomial fitting for univariate data has been widely studied and discussed, but up until now the multivariate equivalent has often been deemed impractical, due to the so-called curse of dimensionality. Here, rather than discounting it completely, we use density as a threshold to determine where over a data range reliable multivariate smoothing is possible, whilst accepting that in large...
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I thank V. Spokoiny for helpful comments on this paper. The research was carried out within the Sonderforschungsbereich 373 at Humboldt University Berlin and was printed using funds made available by the Deutsche Forschungsgemeinschaft. Abstract. It is well-known that multivariate curve estimation suuers from the \curse of dimensionality". However, reasonable estimators are possible, even in se...
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ژورنال
عنوان ژورنال: Computational Statistics
سال: 2012
ISSN: 0943-4062,1613-9658
DOI: 10.1007/s00180-012-0342-0