Nonparametric regression: a brief overview and recent developments

dc.contributor.authorSwanepoel, C. J.
dc.date.accessioned2024-07-12T20:50:02Z
dc.date.available2024-07-12T20:50:02Z
dc.date.issued2009en_US
dc.departmentFakülteler, İnsan ve Toplum Bilimleri Fakültesi, Matematik Bölümüen_US
dc.description.abstractA regression curve describes a general relationship between two or more quantitative variables. In a multivariate situation vectors of explanatory variables as well as response variables may be present. For the simple case of one-dimensional explanatory and response variables, n data points S := {(Xi, Yi), i = 1, 2, . . . , n} are collected. The regression relationship can be modeled by Yi = m(Xi) + ?i, i = 1, 2, . . . , n, where m(x) = E(Y |X = x) is the unknown regression function and the ?i’s are independent random errors with mean 0 and unknown variance ? 2 . Nonparametric methods relax on traditional assumptions and usually only assumes that m belongs to an infinite-dimensional collection of smooth functions. Several popular nonparametric estimators are discussed, mostly of the form ˆm(x) = 1 n Xn i=1 Wn,i(x)Yi, where {Wn,i} n i=1 denotes a sequence of weights depending on the explanatory variables. Several kernel and nearest neighbour approaches to the weight functions are considered. Each of these estimators depends on a smoothing parameter and the issue of estimating it is discussed briefly. The performance of ˆm(x) is assessed via methods involving the mean squared error (MSE) and the mean integrated squared error (M ISE). Two recent developments of improving the performance of ˆm(x) are discussed, namely “boosting” and ‘bagging”, which are respectively an iterative computer intensive method, and an averaging method involving the generation of bootstrap samples. These methods, together with variations of these methods, for example the method referred to as “bragging”, are illustrated.en_US
dc.identifier.citationSwanepoel, C. J. (2009). Nonparametric regression: a brief overview and recent developments. Maltepe Üniversitesi. s. 127.en_US
dc.identifier.endpage128en_US
dc.identifier.isbn9.78605E+12
dc.identifier.startpage127en_US
dc.identifier.urihttps://www.maltepe.edu.tr/Content/Media/CkEditor/03012019014112056-AbstractBookICMS2009Istanbul.pdf#page=331
dc.identifier.urihttps://hdl.handle.net/20.500.12415/2272
dc.institutionauthorSwanepoel, C. J.
dc.language.isoenen_US
dc.publisherMaltepe Üniversitesien_US
dc.relation.ispartofInternational Conference of Mathematical Sciencesen_US
dc.relation.publicationcategoryUluslararası Konferans Öğesi - Başka Kurum Yazarıen_US
dc.rightsCC0 1.0 Universal*
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.snmzKY07599
dc.titleNonparametric regression: a brief overview and recent developmentsen_US
dc.typeConference Object
dspace.entity.typePublication

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