DocumentCode
2345677
Title
Minimum complexity regression estimation with weakly dependent observations
Author
Modha, Dharmendra S. ; Masry, Elias
Author_Institution
Dept. of Electr. & Comput. Eng., California Univ., San Diego, La Jolla, CA, USA
fYear
1994
fDate
27-29 Oct 1994
Firstpage
69
Abstract
Given N strongly mixing observations {Xi,Yi} i=1N, we estimate the regression function f*(x)=E[Y1|X1=x], x∈ℜd from a class of neural networks, using certain minimum complexity regression estimation schemes. We establish a rate of convergence for the integrated mean squared error between the proposed regression estimator and f*
Keywords
convergence of numerical methods; estimation theory; neural nets; statistical analysis; convergence rate; integrated mean squared error; minimum complexity regression estimation; neural networks; regression function; strongly mixing observations; weakly dependent observations; Computer networks; Convergence; Kernel; Neural networks; Random variables;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
Conference_Location
Alexandria, VA
Print_ISBN
0-7803-2761-6
Type
conf
DOI
10.1109/WITS.1994.513898
Filename
513898
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