Nonparametric regression estimation using penalized least squares
نویسندگان
چکیده
We present multivariate penalized least squares regression estimates. We use Vapnik{ Chervonenkis theory and bounds on the covering numbers to analyze convergence of the estimates. We show strong consistency of the truncated versions of the estimates without any conditions on the underlying distribution.
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ورودعنوان ژورنال:
- IEEE Trans. Information Theory
دوره 47 شماره
صفحات -
تاریخ انتشار 2001