Optimal bandwidth selection for semi-recursive kernel regression estimators
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Publication:1747599
DOI10.4310/SII.2016.V9.N3.A11zbMATH Open1405.62042arXiv1607.00963WikidataQ57519958 ScholiaQ57519958MaRDI QIDQ1747599FDOQ1747599
Authors: Yousri Slaoui 
Publication date: 8 May 2018
Published in: Statistics and Its Interface (Search for Journal in Brave)
Abstract: In this paper we propose an automatic selection of the bandwidth of the semi-recursive kernel estimators of a regression function defined by the stochastic approximation algorithm. We showed that, using the selected bandwidth and some special stepsizes, the proposed semi-recursive estimators will be very competitive to the nonrecursive one in terms of estimation error but much better in terms of computational costs. We corroborated these theoretical results through simulation study and a real dataset.
Full work available at URL: https://arxiv.org/abs/1607.00963
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Cited In (25)
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- Semirecursive nonparametric algorithms for Hammerstein systems with stochastic autocorrelated input
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- Recursive nonparametric regression estimation for dependent strong mixing functional data
- Optimal bandwidth selection for recursive Gumbel kernel density estimators
- Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data
- Nonparametric relative regression under random censorship model
- On the choice of smoothing parameters for semirecursive nonparametric hazard estimators
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
- Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method
- Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
- Asymptotic normality of the regression mode in the nonparametric random design model for censored data
- Methodology for nonparametric bias reduction in kernel regression estimation
- The stochastic approximation method for semi-recursive multivariate kernel-type regression estimation
- Nonparametric relative recursive regression estimators for censored data
- Recursive kernel regression estimation under α – mixing data
- Nonparametric recursive method for generalized kernel estimators for dependent functional data
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