Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations

DOI10.1080/07474946.2013.803398zbMath1294.62065OpenAlexW2044793917MaRDI QIDQ2854352

Vjatscheslav Vasiliev, Dimitris N. Politis

Publication date: 18 October 2013

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2013.803398

zbMATH Keywords

dependent observationssequential approachfinite sample sizeguaranteed mean square accuracynonparametric kernel regression estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Diagnostics, and linear inference and regression (62J20) Sequential estimation (62L12)

Related Items (6)

Truncated estimation of ratio statistics with application to heavy tail distributions ⋮ A truncated estimation method with guaranteed accuracy ⋮ Risk-efficient sequential estimation of multivariate random coefficient autoregressive process ⋮ Guaranteed Estimation of Logarithmic Density Derivative by Dependent Observations ⋮ Optimal index estimation of heavy-tailed distributions ⋮ On Optimal Adaptive Prediction of Multivariate Autoregression

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