On the asymptotic normality of the L2-error in partitioning regression estimation

被引：32

作者：

Beirlant, J

Gyorfi, L

机构：

[1] Tech Univ Budapest, Dept Math & Comp Sci, H-1521 Budapest, Hungary

[2] Catholic Univ Louvain, Dept Math, B-3000 Louvain, Belgium

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1998年 / 71卷 / 1-2期

关键词：

nonparametric regression estimation; central limit theorem; partitioning estimate;

D O I：

10.1016/S0378-3758(98)00008-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The L-2-error of the partitioning regression estimator of a regression function m(x) = E(Y/X = x) using a cubic partition is shown to be asymptotically normal under the condition that X has a continuous density f of bounded support and Y satisfies some moment condition. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：93 / 107

页数：15

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