The multivariate Révész's online estimator of a regression function and its averaging

DOI10.3103/S1066530716030017zbMATH Open1366.62084OpenAlexW2526750260MaRDI QIDQ2396740FDOQ2396740

Mariane Pelletier, Abdelkader Mokkadem

Publication date: 24 May 2017

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530716030017

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zbMATH Keywords

nonparametric regressiononline estimationaveraging principlestochastic approximation algorithmweak convergence rate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Sequential estimation (62L12) Stochastic approximation (62L20)

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Cited In (6)

• Online Estimation of a Smooth Regression Function
• Recursive estimators of integrated squared density derivatives
• Convergence rate of the best-\(r\)-points-average estimator of the maximizer of a multivariate regression function
• Online estimation of hazard rate under random censoring
• Online estimation of integrated squared density derivatives
• A compact law of the iterated logarithm for online estimator of hazard rate under random censoring

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