Arbeitspapier
Minimax optimal designs for nonparametric regression - a further optimality property of the uniform distribution
In the common nonparametric regression model y(i) = g(ti) + a (ti) ei , i=1….,n with i.i.d - noise and nonrepeatable design points ti we consider the problem of choosing an optimal design for the estimation of the regression function g. A minimax approach is adopted which searches for designs minimizing the maximum of the asymptotic integrated mean squared error_ where the maximum is taken over an appropriately bounded class of functions (g,a). The minimax designs are found explicitly and for certain special cases the optimality of the uniform distribution can be established.
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Report ; No. 2000,43
- Thema
-
Nonparametric regression
kernel estimation
locally optimal designs
minimax designs
mean squared error
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Biedermann, Stefanie
Dette, Holger
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
-
Dortmund
- (wann)
-
2000
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Biedermann, Stefanie
- Dette, Holger
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 2000
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