2012
DOI: 10.1016/j.jmva.2012.05.020
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An affine invariant k-nearest neighbor regression estimate

Abstract: a b s t r a c tWe design a data-dependent metric in R d and use it to define the k-nearest neighbors of a given point. Our metric is invariant under all affine transformations. We show that, with this metric, the standard k-nearest neighbor regression estimate is asymptotically consistent under the usual conditions on k, and minimal requirements on the input data.

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Cited by 49 publications
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