Sequential methods for bounding the error in nonparametric regression

DOI10.1080/07474949408836294zbMATH Open0793.62044OpenAlexW2063017392WikidataQ126241121 ScholiaQ126241121MaRDI QIDQ4293744FDOQ4293744

Authors: 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

Recommendations

• Using stopping rules to bound the mean integrated squared error in density estimation
• scientific article; zbMATH DE number 3960808
• Estimators with prescribed Precision in Stochastic regression models
• Bounded length confidence intervals in nonparametric regression

zbMATH Keywords

sample sizestopping rulestopping timeasymptotically efficientmean integrated squared errornonparametric regression estimatesfit

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Weak and strong uniform consistency of kernel regression estimates
• 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
• Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function

Cited In (1)

• Using stopping rules to bound the mean integrated squared error in density estimation

This page was built for publication: Sequential methods for bounding the error in nonparametric regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4293744)