Recursive nonparametric estimation of local first derivative under dependence conditions

DOI10.1080/03610920903557994MaRDI QIDQ3006251zbMATH OpenOpenAlexFDO

Authors Miang Hong Ngerng

Publication date 10 June 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903557994

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Asymptotic normality of the recursive kernel regression estimate under dependence conditions
• Dependent central limit theorems and invariance principles
• Estimation of a multivariate density
• On Estimation of a Probability Density Function and Mode
• Optimal global rates of convergence for nonparametric regression

Cited in

(2)

• Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
• A critical review of univariate non-parametric estimation of first derivatives

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