Optimal Two-stage Procedures for Estimating Location and Size of the Maximum of a Multivariate Regression Function by Eduard Belitser,
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چکیده
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منابع مشابه
Optimal Two-stage Procedures for Estimating Location and Size of Maximum of Multivariate Regression Functions
We propose a two-stage procedure for estimating the location μ and size M of the maximum of a smooth d-variate regression function f(x). Our procedure is motivated by Tang, Banerjee and Michailidis (2011). In the first stage, a preliminary estimator of μ obtained from a standard nonparametric smoothing method is used. At the second stage, we “zoom-in” near the vicinity of the preliminary estima...
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