A distribution-free theory of nonparametric regression:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Springer
2002
|
| Schriftenreihe: | Springer series in statistics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVI, 647 S. graph. Darst. |
| ISBN: | 0387954414 |
Internformat
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| 650 | 4 | |a Nonparametric statistics | |
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Datensatz im Suchindex
| _version_ | 1804129269301903360 |
|---|---|
| adam_text | LASZLO GYORFI MICHAEL KOHLER ADAM KRZYZAK HARRO WALK A DISTRIBUTION-FREE
THEORY OF NONPARAMETRIC REGRESSION WITH 86 FIGURES SPRINGER CONTENTS
PREFACE VII 1 WHY IS NONPARAMETRIC REGRESSION IMPORTANT? 1 1.1
REGRESSION ANALYSIS AND L2 RISK 1 1.2 REGRESSION FUNCTION ESTIMATION AND
LI ERROR 2 1.3 PRACTICAL APPLICATIONS 4 1.4 APPLICATION TO PATTERN
RECOGNITION 6 1.5 PARAMETRIC VERSUS NONPARAMETRIC ESTIMATION 9 1.6
CONSISTENCY 12 1.7 RATE OF CONVERGENCE 13 1.8 ADAPTATION 14 1.9 FIXED
VERSUS RANDOM DESIGN REGRESSION 15 1.10 BIBLIOGRAPHIC NOTES 16 PROBLEMS
AND EXERCISES 16 2 HOW TO CONSTRUCT NONPARAMETRIC REGRESSION ESTI-
MATES? 18 2.1 FOUR RELATED PARADIGMS 18 2.2 CURSE OF DIMENSIONALITY 23
2.3 BIAS-VARIANCE TRADEOFF 24 2.4 CHOICE OF SMOOTHING PARAMETERS AND
ADAPTATION 26 2.5 BIBLIOGRAPHIC NOTES 28 PROBLEMS AND EXERCISES 29 XIV
CONTENTS 14.4 RATE OF CONVERGENCE 277 14.5 BIBLIOGRAPHIC NOTES 281
PROBLEMS AND EXERCISES 281 15 MULTIVARIATE LEAST SQUARES SPLINE
ESTIMATES 28 3 15.1 INTRODUCTION TO TENSOR PRODUCT SPLINES 283 15.2
CONSISTENCY 290 15.3 RATE OF CONVERGENCE 294 15.4 BIBLIOGRAPHIC NOTES
296 PROBLEMS AND EXERCISES 296 16 NEURAL NETWORKS ESTIMATES 297 16.1
NEURAL NETWORKS 297 16.2 CONSISTENCY 300 16.3 RATE OF CONVERGENCE 315
16.4 BIBLIOGRAPHIC NOTES 326 PROBLEMS AND EXERCISES 328 17 RADIAL BASIS
FUNCTION NETWORKS 329 17.1 RADIAL BASIS FUNCTION NETWORKS 329 17.2
CONSISTENCY 332 17.3 RATE OF CONVERGENCE 340 17.4 INCREASING KERNELS AND
APPROXIMATION 348 17.5 BIBLIOGRAPHIC NOTES 350 PROBLEMS AND EXERCISES
350 18 ORTHOGONAL SERIES ESTIMATES 353 18.1 WAVELET ESTIMATES 353 18.2
EMPIRICAL ORTHOGONAL SERIES ESTIMATES 356 18.3 CONNECTION WITH LEAST
SQUARES ESTIMATES 358 18.4 EMPIRICAL ORTHOGONALIZATION OF PIECEWISE
POLYNOMIALS . . . 361 18.5 CONSISTENCY 366 18.6 RATE OF CONVERGENCE 372
18.7 BIBLIOGRAPHIC NOTES 378 PROBLEMS AND EXERCISES 378 19 ADVANCED
TECHNIQUES FROM EMPIRICAL PROCESS THEORY 380 19.1 CHAINING 380 19.2
EXTENSION OF THEOREM 11.6 385 19.3 EXTENSION OF THEOREM 11.4 390 19.4
PIECEWISE POLYNOMIAL PARTITIONING ESTIMATES 397 19.5 BIBLIOGRAPHIC NOTES
404 PROBLEMS AND EXERCISES 405 20 PENALIZED LEAST SQUARES ESTIMATES I:
CONSISTENCY 40 7 CONTENTS XV 20.1 UNIVARIATE PENALIZED LEAST SQUARES
ESTIMATES 408 20.2 PROOF OF LEMMA 20.1 - 414 20.3 CONSISTENCY 418 20.4
MULTIVARIATE PENALIZED LEAST SQUARES ESTIMATES 425 20.5 CONSISTENCY 427
20.6 BIBLIOGRAPHIC NOTES 429 PROBLEMS AND EXERCISES 429 21 PENALIZED
LEAST SQUARES ESTIMATES II: RATE OF CONVER- GENCE 433 21.1 RATE OF
CONVERGENCE 433 21.2 APPLICATION OF COMPLEXITY REGULARIZATION 440 21.3
BIBLIOGRAPHIC NOTES 446 PROBLEMS AND EXERCISES 447 22 DIMENSION
REDUCTION TECHNIQUES 448 22.1 ADDITIVE MODELS 449 22.2 PROJECTION
PURSUIT 451 22.3 SINGLE INDEX MODELS 456 22.4 BIBLIOGRAPHIC NOTES 457
PROBLEMS AND EXERCISES 457 23 STRONG CONSISTENCY OF LOCAL AVERAGING
ESTIMATES 459 23.1 PARTITIONING ESTIMATES 459 23.2 KERNEL ESTIMATES 479
23.3 K-NN ESTIMATES 486 23.4 BIBLIOGRAPHIC NOTES 491 PROBLEMS AND
EXERCISES 491 24 SEMIRECURSIVE ESTIMATES 493 24.1 A GENERAL RESULT 493
24.2 SEMIRECURSIVE KERNEL ESTIMATE 496 24.3 SEMIRECURSIVE PARTITIONING
ESTIMATE 507 24.4 BIBLIOGRAPHIC NOTES 510 PROBLEMS AND EXERCISES 511 25
RECURSIVE ESTIMATES 512 25.1 A GENERAL RESULT 512 25.2 RECURSIVE KERNEL
ESTIMATE 517 25.3 RECURSIVE PARTITIONING ESTIMATE 518 25.4 RECURSIVE NN
ESTIMATE 518 25.5 RECURSIVE SERIES ESTIMATE 520 25.6 POINTWISE UNIVERSAL
CONSISTENCY 526 25.7 BIBLIOGRAPHIC NOTES 537 PROBLEMS AND EXERCISES 537
XVI CONTENTS 26 CENSORED OBSERVATIONS 540 26.1 RIGHT CENSORING
REGRESSION MODELS 540 26.2 SURVIVAL ANALYSIS, THE KAPLAN-MEIER ESTIMATE
541 26.3 REGRESSION ESTIMATION FOR MODEL A 548 26.4 REGRESSION
ESTIMATION FOR MODEL B 555 26.5 BIBLIOGRAPHIC NOTES 563 PROBLEMS AND
EXERCISES 563 27 DEPENDENT OBSERVATIONS 564 27.1 STATIONARY AND ERGODIC
OBSERVATIONS 565 27.2 DYNAMIC FORECASTING: AUTOREGRESSION 568 27.3
STATIC FORECASTING: GENERAL CASE 572 27.4 TIME SERIES PROBLEM: CESARO
CONSISTENCY 576 27.5 TIME SERIES PROBLEM: UNIVERSAL PREDICTION 576 27.6
ESTIMATING SMOOTH REGRESSION FUNCTIONS 582 27.7 BIBLIOGRAPHIC NOTES 587
PROBLEMS AND EXERCISES 588 APPENDIX A: TOOLS 589 A.I A DENSENESS RESULT
589 A.2 INEQUALITIES FOR INDEPENDENT RANDOM VARIABLES 592 A.3
INEQUALITIES FOR MARTINGALES 598 A.4 MARTINGALE CONVERGENCES 601
PROBLEMS AND EXERCISES 607 NOTATION 609 BIBLIOGRAPHY 612 AUTHOR INDEX 63
9 SUBJECT INDEX 644
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| spelling | A distribution-free theory of nonparametric regression László Györfi ... New York [u.a.] Springer 2002 XVI, 647 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer series in statistics Inferência estatística larpcal Inferência não paramétrica larpcal Non-parametrische statistiek gtt Regressieanalyse gtt Verdelingen (statistiek) gtt Regression analysis Nonparametric statistics Distribution (Probability theory) Nichtparametrische Statistik (DE-588)4226777-8 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 s Nichtparametrische Statistik (DE-588)4226777-8 s DE-604 Györfi, László Sonstige (DE-588)1023925419 oth HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009856365&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | A distribution-free theory of nonparametric regression Inferência estatística larpcal Inferência não paramétrica larpcal Non-parametrische statistiek gtt Regressieanalyse gtt Verdelingen (statistiek) gtt Regression analysis Nonparametric statistics Distribution (Probability theory) Nichtparametrische Statistik (DE-588)4226777-8 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| subject_GND | (DE-588)4226777-8 (DE-588)4129903-6 |
| title | A distribution-free theory of nonparametric regression |
| title_auth | A distribution-free theory of nonparametric regression |
| title_exact_search | A distribution-free theory of nonparametric regression |
| title_full | A distribution-free theory of nonparametric regression László Györfi ... |
| title_fullStr | A distribution-free theory of nonparametric regression László Györfi ... |
| title_full_unstemmed | A distribution-free theory of nonparametric regression László Györfi ... |
| title_short | A distribution-free theory of nonparametric regression |
| title_sort | a distribution free theory of nonparametric regression |
| topic | Inferência estatística larpcal Inferência não paramétrica larpcal Non-parametrische statistiek gtt Regressieanalyse gtt Verdelingen (statistiek) gtt Regression analysis Nonparametric statistics Distribution (Probability theory) Nichtparametrische Statistik (DE-588)4226777-8 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| topic_facet | Inferência estatística Inferência não paramétrica Non-parametrische statistiek Regressieanalyse Verdelingen (statistiek) Regression analysis Nonparametric statistics Distribution (Probability theory) Nichtparametrische Statistik Regressionsanalyse |
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