























In Selk and Gertheiss (2022) a nonparametric prediction method for models with multiple functional and categorical covariates is introduced. The dependent variable can be categorical (binary or multi-class) or continuous, thus both classification and regression problems are considered. In the paper at hand the asymptotic properties of this method are developed. A uniform rate of convergence for the regression / classification estimator is given. Further it is shown that, asymptotically, a data-driven least squares cross-validation method can automatically remove irrelevant, noise variables.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。