Strongly consistent density estimation of regression residual
dc.bibliographicCitation.seriesTitle | Oberwolfach Preprints (OWP) | eng |
dc.bibliographicCitation.volume | 2012-07 | |
dc.contributor.author | Györfi, Lásló | |
dc.contributor.author | Walk, Harro | |
dc.date.available | 2019-06-28T08:04:19Z | |
dc.date.issued | 2012 | |
dc.description.abstract | Consider the regression problem with a response variable Y and with a d-dimensional feature vector X. For the regression function m(x) = E {Y|X} = xg, this paper investigates methods for estimating the density of the residual Y - m(X) from independent and identically distributed data. For heteroscedastic regression, we prove the strong universal (density-free) L1-consistency of a recursive and a nonrecursive kernel density estimate based on a regression estimate. | eng |
dc.description.version | publishedVersion | eng |
dc.format | application/pdf | |
dc.identifier.issn | 1864-7596 | |
dc.identifier.uri | https://doi.org/10.34657/3293 | |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/2175 | |
dc.language.iso | eng | eng |
dc.publisher | Oberwolfach : Mathematisches Forschungsinstitut Oberwolfach | eng |
dc.relation.doi | https://doi.org/10.14760/OWP-2012-07 | |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | eng |
dc.subject.other | Regression residual | eng |
dc.subject.other | nonparametric kernel density estimation | eng |
dc.subject.other | nonparametric regression estimation | eng |
dc.subject.other | heteroscedastic regression | eng |
dc.title | Strongly consistent density estimation of regression residual | eng |
dc.type | Report | eng |
dc.type | Text | eng |
tib.accessRights | openAccess | eng |
wgl.contributor | MFO | eng |
wgl.subject | Mathematik | eng |
wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
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