Year: 1993
Type: report
Abstract: Least squares projections are a useful way of describing the relationship between random variables.These include conditional expectations and projections on additive functions.Series estimators, i.e. regressions on a finite dimensional vector where dimension grows with sample size, provide a convenient way of estimating such projections.This paper gives convergence rates these estimators.General results are derived, and primitive regularity conditions given for power series and splines.
Author: Whitney K. Newey
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1548984253