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A Simple Wavelet Approach to Nonparametric Regression from Recursive Partitioning Schemes

Rates of convergence for nonparametric regression estimators based on recursive partitioning schemes are derived. The central idea is to consider the tree-structured regression estimator as a wavelet estimator based on the orthogonal system of Haar functions. A locally adaptive data-driven smoothing method is proposed and its performance is studied.
Year of publication:
1994
Authors: Engel, J.
Published in:
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 49.1994, 2, p. 242-254
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005160322
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