Estimation of regression contour clusters - an application of the excess mass approach to regression

JOURNAL OF MULTIVARIATE ANALYSIS

卷:94

Article

Polonik, WG ; Wang, ZL

关键词: consistency;    excess mass;    regression contour clusters empirical processes;    bracketing numbers;    asymptotic normality;   

DOI  :  10.1016/j.jmva.2004.05.001

来源: Elsevier

【 摘 要 】

The paper shows that the technique known as excess mass can be translated to non-parametric regression with random design in d-dimensional Euclidean space, where the regression function m is given by m(x) = E(Y vertical bar X = x), x is an element of R-d. The approach is applied to estimating regression contour clusters, which are sets where in exceeds a certain threshold value. This is accomplished without prior estimation of the regression function. Consistency of the resulting estimators is studied, and a functional central limit theorem for the excess mass is derived in the regression context. (c) 2004 Elsevier Inc. All rights reserved.

【 授权许可】

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