Application of structural risk minimization to multivariate smoothing spline regression estimates

zbMath1003.62035MaRDI QIDQ701679

Michael Kohler, Adam Krzyżak, Dominik Schäfer

Publication date: 30 January 2003

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

rate of convergencesmoothing splinesstructural risk minimizationempirical process theoryregression estimate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Regularized least-squares regression: learning from a sequence ⋮ A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time ⋮ Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks ⋮ Estimation of a density using an improved surrogate model ⋮ Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates

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