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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Cites work

A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
A generalization of the averaging procedure: the use of two-time-scale algorithms
A Kiefer-Wolfowitz algorithm with randomized differences
A one-measurement form of simultaneous perturbation stochastic approximation
A unified theory of regularly varying sequences
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Acceleration of Stochastic Approximation by Averaging
Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
How to apply the method of stochastic approximation in the non-parametric estimation of a regression function¹
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Lower rate of convergence for locating a maximum of a function
Multidimensional Stochastic Approximation Methods
New method of stochastic approximation type
On extensions of Polyak's averaging approach to stochastic approximation
Regularly Varying Sequences
Revisiting R\'ev\'esz's stochastic approximation method for the estimation of a regression function
Some results about averaging in stochastic approximation
Stochastic approximation methods for constrained and unconstrained systems
Stochastic Approximation of Minima with Improved Asymptotic Speed
Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes
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Stochastic optimization with averaging of trajectories
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Weighted Means in Stochastic Approximation of Minima
Weighted means of processes in stochastic approximation

Cited in

(7)

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
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 a Smooth Regression Function
A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data

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