Non-parametric sequential estimation of a regression function based on dependent observations
DOI10.1080/07474946.2013.803398zbMATH Open1294.62065OpenAlexW2044793917MaRDI QIDQ2854352FDOQ2854352
Authors: Dimitris Politis, Vyacheslav A. Vasiliev 
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
Recommendations
dependent observationssequential approachfinite sample sizeguaranteed mean square accuracynonparametric kernel regression estimation
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Diagnostics, and linear inference and regression (62J20) Sequential estimation (62L12)
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Cited In (11)
- Guaranteed estimation of logarithmic density derivative by dependent observations
- Truncated estimation of ratio statistics with application to heavy tail distributions
- Optimal index estimation of heavy-tailed distributions
- Sequential experimental design for nonparametric estimation of smooth regression functions
- A truncated estimation method with guaranteed accuracy
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- On optimal adaptive prediction of multivariate autoregression
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- Sequential adaptive estimators in nonparametric autoregressive models
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- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
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