Recursive estimation of regression functions by local polynomial fitting

DOI10.1023/A:1003764914460zbMATH Open0946.62047OpenAlexW1965861253MaRDI QIDQ1293653FDOQ1293653

Authors: José A. Vilar-Fernández, Juan Manuel Vilar-Fernández 

Publication date: 29 October 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003764914460

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zbMATH Keywords

recursive estimationlocal polynomial fittingstrongly mixing processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (23)

• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions
• LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
• On the asymptotic behaviour of the recursive Nadaraya-Watson estimator associated with the recursive sliced inverse regression method
• Recursive local polynomial regression under dependence conditions
• Regression estimation by local polynomial fitting for multivariate data streams
• Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
• Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
• Tracking time-varying-coefficient functions
• Asymptotic properties of local polynomial regression with missing data and correlated errors
• Title not available (Why is that?)
• Bandwidth selection for the local polynomial estimator under dependence: a simulation study
• Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model
• Calculation of simplicial depth estimators for polynomial regression with applications
• Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
• A nonparametric statistical procedure for the detection of marine pollution
• Recursive nonparametric estimation of local first derivative under dependence conditions
• Local polynomial regression smoothers with AR-error structure.
• Estimation of ordinary differential equation parameters using constrained local polynomial regression
• Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA
• A recursive local linear regression estimation and its applications
• A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
• Title not available (Why is that?)
• Local Polynomial Regression and Simulation–Extrapolation

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