Nearest neighbor median estimation of regression function and its derivatives

Authors
Ying, Y
Citation
Y. Ying, Nearest neighbor median estimation of regression function and its derivatives, TAIWAN J M, 2(3), 1998, pp. 313-319
Citations number
15
Categorie Soggetti
Mathematics
Journal title
TAIWANESE JOURNAL OF MATHEMATICS
ISSN journal
10275487 → ACNP
Volume
2
Issue
3
Year of publication
1998
Pages
313 - 319
Database
ISI
SICI code
1027-5487(199809)2:3<313:NNMEOR>2.0.ZU;2-7
Abstract
Consider the fixed-design nonparametric median regression model Y-i = g(x(i )) + e(i), i greater than or equal to 1. For estimating the regression func tion g(x) and its derivative, the nearest neighbor median estimators (g) ov er tilde(n,h)(x) are employed, where h is the number of the nearest neighbo rs. Under mild regularity conditions, rates of convergence for the estimato rs are obtained.