Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150495 | Journal of Statistical Planning and Inference | 2008 | 16 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Marco Di Marzio, Charles C. Taylor,