Open Access
June, 1990 Estimating a Regression Function
Sara van de Geer
Ann. Statist. 18(2): 907-924 (June, 1990). DOI: 10.1214/aos/1176347632

Abstract

In this paper, an entropy approach is proposed to establish rates of convergence for estimators of a regression function. General regression problems are considered, with linear regression, splines and isotonic regression as special cases. The estimation methods studied are least squares, least absolute deviations and penalized least squares. Common features of these methods and various regression problems are highlighted.

Citation

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Sara van de Geer. "Estimating a Regression Function." Ann. Statist. 18 (2) 907 - 924, June, 1990. https://doi.org/10.1214/aos/1176347632

Information

Published: June, 1990
First available in Project Euclid: 12 April 2007

zbMATH: 0709.62040
MathSciNet: MR1056343
Digital Object Identifier: 10.1214/aos/1176347632

Subjects:
Primary: 60B10
Secondary: 60G50 , 62J99

Keywords: (penalized) least squares , Empirical processes , Entropy , least absolute deviations , rates of convergence

Rights: Copyright © 1990 Institute of Mathematical Statistics

Vol.18 • No. 2 • June, 1990
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