Online Estimation of a Smooth Regression Function

DOI10.1137/S0040585X97979901zbMATH Open1051.62037OpenAlexW2082739932MaRDI QIDQ4442935FDOQ4442935

Authors: R. Z. Khas'minskiĭ, R. Liptser 

Publication date: 21 January 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97979901

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zbMATH Keywords

nonparametric estimationregressionequidistant designonline tracking estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cited In (8)

• Online learning of smooth functions
• Online monitoring with local smoothing methods and adaptive ridging
• A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids
• Estimation and prediction of a non-constant volatility
• On-line tracking of a smooth regression function
• The multivariate Révész's online estimator of a regression function and its averaging
• Online function tracking with generalized penalties
• Title not available (Why is that?)

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