A nearest neighbor estimate of the residual variance
From MaRDI portal
Publication:1639197
DOI10.1214/18-EJS1438zbMath1395.62088OpenAlexW2805527161WikidataQ129717980 ScholiaQ129717980MaRDI QIDQ1639197
Harro Walk, László Györfi, Gábor Lugosi, Luc P. Devroye
Publication date: 12 June 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1528250442
asymptotic normalitydimension reductionconcentration inequalitiesnearest-neighbor-based estimateregression functional
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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Cites Work
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- Lectures on the nearest neighbor method
- The jackknife estimate of variance
- A distribution-free theory of nonparametric regression
- Residual variance estimation using a nearest neighbor statistic
- Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours
- Central Limit Theorems for Interchangeable Processes
- On the Asymptotic Properties of a Nonparametric<tex>$L_1$</tex>-Test Statistic of Homogeneity
- A martingale approach to central limit theorems for exchangeable random variables
- The estimation problem of minimum mean squared error
- On the measure of Voronoi cells
- Almost sure classification of densities
- Strong Universal Consistent Estimate of the Minimum Mean Squared Error
- Non-parametric estimation of residual moments and covariance
