Français
6. Regression estimation
Given two real random variables X and Y admitting a moment of order 2, the (non-linear) regression of Y on X is the function r such that :
where G is the family of functions g such that g(X) admits a moment of order 2.
So r (X) is the best approximation of Y by a function of X. This is said to be the conditional expectation of Y knowing X and is written as :
The Ultimate Scientific and Technical Reference
This article is included in
Mathematics
This offer includes:
Knowledge Base
Updated and enriched with articles validated by our scientific committees
Services
A set of exclusive tools to complement the resources
Practical Path
Operational and didactic, to guarantee the acquisition of transversal skills
Doc & Quiz
Interactive articles with quizzes, for constructive reading
Regression estimation
Functional estimation in discrete-time processes
Bibliography
The Ultimate Scientific and Technical Reference
