کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1150495 957944 2008 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On boosting kernel regression
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
On boosting kernel regression
چکیده انگلیسی
In this paper we propose a simple multistep regression smoother which is constructed in an iterative manner, by learning the Nadaraya-Watson estimator with L2 boosting. We find, in both theoretical analysis and simulation experiments, that the bias converges exponentially fast, and the variance diverges exponentially slow. The first boosting step is analysed in more detail, giving asymptotic expressions as functions of the smoothing parameter, and relationships with previous work are explored. Practical performance is illustrated by both simulated and real data.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 138, Issue 8, 1 August 2008, Pages 2483-2498
نویسندگان
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