| OPTIMAL GLOBAL RATES OF CONVERGENCE OF M－ESTIMATES FOR NONPARAMETRIC REGRESSION |
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| 作者姓名： | SHI Peide LI Guoying |
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| 作者单位： | Institute of Systems Science，Academia Sinica，Beijing 100080，China |
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| 摘 要： | ＯＰＴＩＭＡＬＧＬＯＢＡＬＲＡＴＥＳＯＦＣＯＮＶＥＲＧＥＮＣＥＯＦＭ－ＥＳＴＩＭＡＴＥＳＦＯＲＮＯＮＰＡＲＡＭＥＴＲＩＣＲＥＧＲＥＳＳＩＯＮＳＨＩＰｅｉｄｅ；ＬＩＧｕｏｙｉｎｇ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳｉ...
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OPTIMAL GLOBAL RATES OF CONVERGENCE OF M-ESTIMATES FOR NONPARAMETRIC REGRESSION |
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| SHI Peide, LI Guoying.OPTIMAL GLOBAL RATES OF CONVERGENCE OF M-ESTIMATES FOR NONPARAMETRIC REGRESSION[J].Journal of Systems Science and Complexity,1995(1). |
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| Authors: | SHI Peide LI Guoying |
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| Abstract: | Let (X, Y) be a pair of random variables such that X ranges over 0, 1] and Y is real-valued and let go(X) be the conditional expectation of Y given X. Based on a training sample, the piecewise polynomial estimator of go is obtained via usual M-estimates.It is proved that under certain regularity conditions the piecewise polynomial M-estimator achieves the optimal global rate of convergence of estimators for nonparametric regression. |
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| Keywords: | Nonparametric regression optimal rate of convergencet piecewise polynomial M-Estimates |
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