The stochastic approximation method for semi-recursive multivariate kernel-type regression estimation

DOI10.37863/TSP-7754833420-58MaRDI QIDQ5886818zbMATH OpenOpenAlexFDO

Authors Yousri Slaoui, Hamdi Fathallah

Publication date 6 April 2023

Published in Theory of Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.37863/tsp-7754833420-58

zbMATH Keywords

curve fittingmultivariate estimationnonparametric regressionresampling methodssmoothingstochastic approximation algorithm

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Estimation in multivariate analysis (62H12) Stochastic approximation (62L20) Numerical smoothing, curve fitting (65D10)

Recommendations

• Optimal bandwidth selection for semi-recursive kernel regression estimators
• Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method
• On the asymptotic behaviour of the recursive Nadaraya-Watson estimator associated with the recursive sliced inverse regression method
• The stochastic approximation method for estimation of a distribution function
• Recursive estimation of nonparametric regression with functional covariate

Cited in

(2)

• Recursive kernel estimator in a semiparametric regression model
• Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels

This page was built for publication: The stochastic approximation method for semi-recursive multivariate kernel-type regression estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5886818)