A CLASS OF NON-PARAMETRIC ESTIMATES OF A SMOOTH REGRESSION FUNCTION.

Abstract

The purpose of the paper is to develop methods for estimating regression functions (i.e., conditional expectations) when nothing is known or assumed about their underlying functional form. The approach is 'non-parametric' in the sense that the regression function itself, rather than a set of numerical parameters, is estimated. The methods given make use of certain rank order statistics and thereby avoid problems of scaling which are troublesome when less sophisticated non-parametric methods are used. The large sample performance of the proposed regression estimators is studied in detail and methods for obtaining high orders of asymptotic efficiency are given. The asymptotic (normal) distribution of the estimates is obtained and the related problem of prediction is discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 11, 1966
Accession Number
AD0639466

Entities

People

  • Richard M. Royall

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Efficiency
  • Estimators
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Order Statistics
  • Rank Order Statistics
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Systems Analysis and Design