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Details for article 3 of 23 found articles
| Title: |
Asymptotic IMSE for a nonparametric bayesian regression estimate |
| Author: |
Barry, Daniel |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 17 (1988) nr. 10 pages 3277-3293 |
| Year: |
1988 |
| Contents: |
Let [image omitted] satisfy[image omitted] where [image omitted] for each i, F is a fixed but unknown regression function and the errors {e.} are uncorrelated with mean zero and variance v. In this paper we consider an estimate r of F where r is chosen to minimise the residual sum of squares plus a roughness penalty depending on the first and second order partial derivatives of F. Upper bounds are obtained on the integrated mean squared error defined by[image omitted] In particular for data on a uniform grid it is shown that [image omitted] . |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 3 of 23 found articles
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