Consistent nonparametric regression from recursive partitioning schemes

We here extend our results on asymptotically Bayes risk efficient classification to the general regression scenario. More precisely, we find Lp consistent estimators for an arbitrary regression function provided only that the dependent variable has a finite absolute pth moment. The estimators are truncated and untruncated local means derived from recursive partitioning schemes.

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Year of publication:	1980
Authors:	Gordon, Louis ; Olshen, Richard A.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 10.1980, 4, p. 611-627
Publisher:	Elsevier
Keywords:	Nonparametric regression recursive partitioning schemes convergence in pth mean

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153074