Non-parametric sequential estimation of a regression function based on dependent observations
From MaRDI portal
Publication:2854352
Recommendations
Cites work
- scientific article; zbMATH DE number 3862231 (Why is no real title available?)
- scientific article; zbMATH DE number 734970 (Why is no real title available?)
- scientific article; zbMATH DE number 3045589 (Why is no real title available?)
- scientific article; zbMATH DE number 3061365 (Why is no real title available?)
- A distribution-free theory of nonparametric regression
- A note on a characterization of the exponential distribution based on a type II censored sample
- Multivariate density estimation with general flat-top kernels of infinite order
- Non-parametric state space models
- Nonlinear system identification via direct weight optimization
- Nonparametric regression with infinite order flat-top kernels
- On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models
- On guaranteed parameter estimation of a multiparameter linear regression process
- Recursive Direct Weight Optimization in Nonlinear System Identification: A Minimal Probability Approach
- Remarks on extremal problems in nonparametric curve estimation
- Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
- Sequential fixed-width confidence intervals for a nonparametric density function
- Sequential nonparametric density estimation
- Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
- Stochastic curve estimation
- Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises
- Truncated sequential estimation of the parameters in a random regression
- Using stopping rules to bound the mean integrated squared error in density estimation
- sequential estimation of the hgarginal density function for a strongly mixing process
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
- scientific article; zbMATH DE number 863576 (Why is no real title available?)
- scientific article; zbMATH DE number 3881719 (Why is no real title available?)
- On optimal adaptive prediction of multivariate autoregression
- Sequential adaptive estimators in nonparametric autoregressive models
- scientific article; zbMATH DE number 1734653 (Why is no real title available?)
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
This page was built for publication: Non-parametric sequential estimation of a regression function based on dependent observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2854352)
