Lecture Notes-Monograph Series, Vol. 49, Optimality: The Second Erich L. Lehmann Symposium (2006), pp. 291-311 (21 pages) We analyze the (unconditional) distribution of a linear predictor that is ...
Consider the regression model Y = h(x)+ε, where h is an unknown smooth regression function and ε is a random error with unknown distribution. To estimate the ...