Recursive kernel regression estimation under α – mixing data
From MaRDI portal
Publication:5057323
Cites work
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- A distribution-free theory of nonparametric regression
- A Note on Permanents
- A Stochastic Approximation Method
- Accelerated randomized stochastic optimization.
- Asymptotic normality of the recursive kernel regression estimate under dependence conditions
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data
- Asymptotic theory of weakly dependent stochastic processes
- Asymptotically optimal discriminant functions for pattern classification
- Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method
- Estimating a distribution function for censored time series data
- How to apply the method of stochastic approximation in the non-parametric estimation of a regression function1
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3456320 (Why is no real title available?)
- scientific article; zbMATH DE number 3579826 (Why is no real title available?)
- scientific article; zbMATH DE number 3624617 (Why is no real title available?)
- scientific article; zbMATH DE number 976356 (Why is no real title available?)
- scientific article; zbMATH DE number 1082208 (Why is no real title available?)
- scientific article; zbMATH DE number 1533221 (Why is no real title available?)
- scientific article; zbMATH DE number 3452897 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- scientific article; zbMATH DE number 3221828 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- scientific article; zbMATH DE number 3406971 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Inference and Prediction in Large Dimensions
- Local Polynomial Estimation of Regression Functions for Mixing Processes
- Mixing: Properties and examples
- Multidimensional Stochastic Approximation Methods
- Nonparametric regression estimation under mixing conditions
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- On the choice of smoothing parameters for semirecursive nonparametric hazard estimators
- On the efficiency of on-line density estimators
- On the L 1 convergence of kernel estimators of regression functions with applications in discrimination
- Optimal bandwidth selection for semi-recursive kernel regression estimators
- Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method
- Recursive density estimators based on Robbins-Monro's scheme and using Bernstein polynomials
- Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
- Recursive local polynomial regression under dependence conditions
- Remarks on some recursive estimators of a probability density
- Semiparametric Bayesian networks for continuous data
- Smoothing methods in statistics
- Some Limit Theorems for Random Functions. I
- Stochastic algorithms
- Stochastic Approximation of Minima with Improved Asymptotic Speed
- Strong uniform convergence of the recursive regression estimator under \(\phi\)-mixing conditions.
- The stochastic approximation method for estimation of a distribution function
- The stochastic approximation method for the estimation of a multivariate probability density
- Weak dependence. With examples and applications.
Cited in
(3)
This page was built for publication: Recursive kernel regression estimation under α – mixing data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5057323)