Consistent nonparametric regression from recursive partitioning schemes |
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| Authors: | Louis Gordon Richard A Olshen |
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| Institution: | 1. Energy Information Administration, United States Department of Energy, Washington, D.C. 20461, USA;2. University of California, San Diego, La Jolla, California 92093 USA |
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| Abstract: | We here extend our results on asymptotically Bayes risk efficient classification to the general regression scenario. More precisely, we find Lp consistent estimators for an arbitrary regression function provided only that the dependent variable has a finite absolute pth moment. The estimators are truncated and untruncated local means derived from recursive partitioning schemes. |
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| Keywords: | Nonparametric regression recursive partitioning schemes convergence in pth mean |
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