Asymptotic distribution of partitioning estimation and modified partitioning estimation for regression functions

Authors: Ling, Nengxiang¹; Hu, Shuhe²

Source: Journal of Nonparametric Statistics, Volume 20, Number 4, May 2008 , pp. 353-363(11)

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Abstract:

Estimation of regression function from independent and identically distributed data is considered. In this paper, we investigate partitioning and modified partitioning estimation for regression functions. The asymptotic normality of partitioning and modified partitioning function estimation is shown.

Keywords: regression function; partitioning estimation; modified partitioning estimation; asymptotic normality; martingale difference scheme

Document Type: Research article

DOI: http://dx.doi.org/10.1080/10485250802159198

Affiliations: 1: Department of Mathematics, Hefei University of Technology, Hefei, P.R. China 2: School of Mathematics and Computation Science, Anhui University, Hefei, P.R. China

Publication date: 2008-05-01