Nonparametric estimation of piecewise smooth regression functions
نویسنده
چکیده
Estimation of univariate regression functions from bounded i.i.d. data is considered. Estimates are deened by minimizing a complexity penalized residual sum of squares over all piecewise polynomials. The integrated squared error of these estimates achieves for piecewise p-smooth regression functions the rate (ln 2 (n)=n) 2p 2p+1 .
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تاریخ انتشار 1998