Models as Approximations II: A Model-Free Theory of Parametric Regression
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DOI: 10.1214/18-sts694
Abstract: We develop a model-free theory of general types of parametric regression for iid observations. The theory replaces the parameters of parametric models with statistical functionals, to be called "regression functionals'', defined on large non-parametric classes… read more here.
Keywords: parametric regression; regression functionals; regression; free theory ... See more keywords