Boosted Regression Estimates of Spatial Data: Pointwise Inference

Abstract

In this study simple nonparametric techniques have been adopted to estimate the trend surface of the Swiss rainfall data. In particular we employed the Nadaraya-Watson smoother and in addition, an adapted-by boosting-version of it. Additionally, we have explored the use of the Nadaraya-Watson estimator for the construction of pointwise confidence intervals. Overall, boosting does seem to improve the estimate as much as previous examples and the results indicate that cross-validation can be successfully used for parameter selection on real datasets. In addition, our estimators compare favorably with most of the techniques previously used on this dataset.