Decision theoretic generalizations of the PAC model for neural net and other learning applications
Information and Computation
Universally consistent regression function estimation using hierarchical b-splines
Journal of Multivariate Analysis
Nonparametric regression estimation using penalized least squares
IEEE Transactions on Information Theory
Nonparametric estimation via empirical risk minimization
IEEE Transactions on Information Theory
Strong convergence in nonparametric regression with truncated dependent data
Journal of Multivariate Analysis
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Let X be a random vector taking values in Rd, let Y be a bounded random variable, and let C be a right censoring random variable operating on Y. It is assumed that C is independent of (X, Y), the distribution function of C is continuous, and the support of the distribution of Y is a proper subset of the support of the distribution of C. Given a sample {Xi, min{Yi, Ci}, I[Yi ≤ Ci]} and a vector of covariates X, we want to construct an estimate of Y such that the mean squared error is minimized. Without censoring, i.e., for C = ∞ almost surely, it is well known that the mean squared error of suitably defined kernel, partitioning, nearest neighbor, least squares, and smoothing spline estimates converges for every distribution of (X, Y) to the optimal value almost surely, if the sample size tends to infinity. In this paper, we modify the above estimates and show that in the random right censoring model described above the same is true for the modified estimates.