OPTIMAL TWO-STAGE PROCEDURES FOR ESTIMATING LOCATION AND SIZE OF THE MAXIMUM OF A MULTIVARIATE REGRESSION FUNCTION

@article{Belitser2012OPTIMALTP,
  title={OPTIMAL TWO-STAGE PROCEDURES FOR ESTIMATING LOCATION AND SIZE OF THE MAXIMUM OF A MULTIVARIATE REGRESSION FUNCTION},
  author={Eduard Belitser and S. Ghosal and H. V. Zanten},
  journal={Annals of Statistics},
  year={2012},
  volume={40},
  pages={2850-2876}
}
  • Eduard Belitser, S. Ghosal, H. V. Zanten
  • Published 2012
  • Mathematics
  • Annals of Statistics
  • We propose a two-stage procedure for estimating the location μ and size M of the maximum of a smooth d -variate regression function f . In the first stage, a preliminary estimator of μ obtained from a standard nonparametric smoothing method is used. At the second stage, we "zoom-in" near the vicinity of the preliminary estimator and make further observations at some design points in that vicinity. We fit an appropriate polynomial regression model to estimate the location and size of the maximum… CONTINUE READING
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