Recursive estimation of regression functions by local polynomial fitting

DOI10.1023/A:1003764914460MaRDI QIDQ1293653zbMATH OpenOpenAlexFDO

Authors José A. Vilar-Fernández, Juan Manuel Vilar-Fernández

Publication date 29 October 2000

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1003764914460

zbMATH Keywords

recursive estimationlocal polynomial fittingstrongly mixing processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(24)

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• Bandwidth selection for the local polynomial estimator under dependence: a simulation study
• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions
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• scientific article; zbMATH DE number 2112530 (Why is no real title available?)
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• Recursive nonparametric estimation of local first derivative under dependence conditions
• Asymptotic properties of local polynomial regression with missing data and correlated errors
• On the asymptotic behaviour of the recursive Nadaraya-Watson estimator associated with the recursive sliced inverse regression method
• A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
• A nonparametric statistical procedure for the detection of marine pollution
• Local polynomial regression smoothers with AR-error structure.
• Local Polynomial Regression and Simulation–Extrapolation
• Tracking time-varying-coefficient functions
• Regression estimation by local polynomial fitting for multivariate data streams
• Calculation of simplicial depth estimators for polynomial regression with applications
• Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
• Recursive estimation of nonparametric regression with functional covariate
• scientific article; zbMATH DE number 938852 (Why is no real title available?)
• LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
• Estimation of ordinary differential equation parameters using constrained local polynomial regression
• Recursive local polynomial regression under dependence conditions
• Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA

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