Sobolev Estimation of Approximate Regressions
近似回归的 Sobolev 估计
This paper focuses on the estimation of an approximated function and its derivatives. Let us assume that the data-generating process can be described by a family of regression models , where a is a multi-index of differentiation such that D α ϕ(x i ) is the αth derivative of ϕ( x i ) with respect to x i . The estimated model is characterized by a family D α f(X i |θ), where D α f(X i |θ) is the αth derivative of f(x i ,|θ) and θ is an unknown parameter. The model is in…