On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression
投影估计量的自由度及其在多元非参数回归中的应用
–In this article, we consider the nonparametric regression problem with multivariate predictors. We provide a characterization of the degrees of freedom and divergence for estimators of the unknown regression function, which are obtained as outputs of linearly constrained quadratic optimization procedures; namely, minimizers of the least-squares criterion with linear constraints and/or quadratic penalties. As special cases of our results, we derive explicit expressions for…