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

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

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A Kiefer-Wolfowitz algorithm with randomized differences
A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
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Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
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Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes
Stochastic Estimation of the Maximum of a Regression Function
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Cited in

(6)

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

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