Sequential methods for bounding the error in nonparametric regression

DOI10.1080/07474949408836294zbMath0793.62044OpenAlexW2063017392WikidataQ126241121 ScholiaQ126241121MaRDI QIDQ4293744

Adam T. Martinsek

Publication date: 7 July 1994

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

Full work available at URL: https://doi.org/10.1080/07474949408836294

zbMATH Keywords

sample sizestopping timestopping rulemean integrated squared errorasymptotically efficientnonparametric regression estimatesfit

Mathematics Subject Classification ID

Density estimation (62G07) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function
• Using stopping rules to bound the mean integrated squared error in density estimation
• Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
• Bounded length confidence intervals in nonparametric regression
• Weak and strong uniform consistency of kernel regression estimates

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