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Regression with stagewise minimization on risk function.
- Source :
-
Computational Statistics & Data Analysis . Jun2019, Vol. 134, p123-143. 21p. - Publication Year :
- 2019
-
Abstract
- Abstract This paper studies a curve estimation based on empirical risk minimization. The estimator is composed as a convex combination of words (learners) in a dictionary. A word is selected in each step of the proposed stagewise algorithm, which minimizes a certain divergence measure. A non-asymptotic error bound of the estimator is developed, and it is shown that the error bound becomes sharp as the number of iterations of the algorithm increases. A simulation study and real data example confirm the performance of the estimator. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01679473
- Volume :
- 134
- Database :
- Academic Search Index
- Journal :
- Computational Statistics & Data Analysis
- Publication Type :
- Periodical
- Accession number :
- 134733712
- Full Text :
- https://doi.org/10.1016/j.csda.2018.12.011