Nonparametric orthogonal series regression function estimation is investigated in the case of a fixed point design where the observation points are irregularly spaced in a finite interval [a,b]i ⊂ ℝ. Convergence rates for the integrated mean-square error and pointwise mean-square error are obtained in the case of estimators constructed using the Legendre polynomials and Haar functions for regression functions satisfying the Lipschitz condition.
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The problem of nonparametric function fitting using the complete orthogonal system of trigonometric functions $e_k$, k=0,1,2,..., for the observation model $y_i = f(x_{in}) + η_i$, i=1,...,n, is considered, where $η_i$ are uncorrelated random variables with zero mean value and finite variance, and the observation points $x_{in} ∈ [0,2π]$, i=1,...,n, are equidistant. Conditions for convergence of the mean-square prediction error $(1/n)\sum_{i=1}^n E(f(x_{in})-\widehat f_{N(n)}(x_{in}))^2$, the integrated mean-square error $E ‖f-\widehat f_{N(n)}‖^2$ and the pointwise mean-square error $E(f(x)-\widehatf_{N(n)}(x))^2$ of the estimator $\widehat f_{N(n)}(x) = \sum_{k=0}^{N(n)} \widehat c_k e_k(x)$ for f ∈ C[0,2π] and $\widehat c_0,\widehat c_1,...,\widehat c_{N(n)}$ obtained by the least squares method are studied.
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The problem of nonparametric function fitting using the complete orthogonal system of Whittaker cardinal functions $s_k$, k = 0,±1,..., for the observation model $y_j = f(u_j) + η_j$, j = 1,...,n, is considered, where f ∈ L²(ℝ) ∩ BL(Ω) for Ω > 0 is a band-limited function, $u_j$ are independent random variables uniformly distributed in the observation interval [-T,T], $η_j$ are uncorrelated or correlated random variables with zero mean value and finite variance, independent of the observation points. Conditions for convergence and convergence rates of the integrated mean-square error E||f-f̂ₙ||² and the pointwise mean-square error E(f(x)-f̂ₙ(x))² of the estimator $f̂ₙ(x) = ∑_{k=-N(n)}^{N(n)} ĉ_k s_k(x)$ with coefficients $ĉ_k$, k = -N(n),...,N(n), obtained by the Monte Carlo method are studied.
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