If a loss function other than squared error is used, will the regression function (i.e., the conditional
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If a loss function other than squared error is used, will the regression function
(i.e., the conditional mean of y, given x) still always be the best estimator?
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Related Book For 
An Elementary Introduction To Statistical Learning Theory
ISBN: 9780470641835
1st Edition
Authors: Sanjeev Kulkarni
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