Residual variance estimation using a nearest neighbor statistic.
Elia LiitiäinenFrancesco CoronaAmaury LendassePublished in: J. Multivar. Anal. (2010)
Keyphrases
- nearest neighbor
- knn
- k nearest neighbor
- data points
- high dimensional
- training set
- high dimensional data
- estimation accuracy
- nearest neighbor search
- residual error
- estimation algorithm
- distance function
- estimation error
- neural network
- hypothesis test
- prediction error
- index structure
- low dimensional
- unbiased estimator
- reverse nearest neighbor
- parzen window
- nearest neighbor algorithm
- accurate estimation
- parameter estimation
- trade off
- machine learning