Extensions of smoothing via taut strings

Suppose that we observe independent random pairs \((X_1,Y_1)\), \((X_2,Y_2)\), >..., \((X_n,Y_n)\). Our goal is to estimate regression functions such as the conditional mean or \(\beta\)--quantile of \(Y\) given \(X\), where \(0<\beta <1\). In order to achieve this we minimize criteria such...

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Bibliographic Details
Published in:arXiv.org
Main Authors: Duembgen, Lutz, Kovac, Arne
Format: Paper
Language:English
Published: Ithaca Cornell University Library, arXiv.org 29.01.2009
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ISSN:2331-8422
Online Access:Get full text
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