Regression estimation by local polynomial fitting for multivariate data streams
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Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sequential estimation (62L12) Stochastic approximation (62L20)
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Cites work
- A Newton-Raphson version of the multivariate Robbins-Monro procedure
- A Stochastic Approximation Method
- An Effective Bandwidth Selector for Local Least Squares Regression
- Asymptotic normality of conditional density estimation with left-truncated and dependent data
- Asymptotic theory of weakly dependent stochastic processes
- Data streams. Models and algorithms.
- Dm-KDE: dynamical kernel density estimation by sequences of KDE estimators with fixed number of components over data streams
- Functional estimation of a density under a new weak dependence condition
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 739534 (Why is no real title available?)
- scientific article; zbMATH DE number 854954 (Why is no real title available?)
- Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Multivariate locally weighted least squares regression
- Multivariate regression estimation: Local polynomial fitting for time series
- Recursive estimation of nonparametric regression with functional covariate
- Recursive estimation of regression functions by local polynomial fitting
- Recursive local polynomial regression under dependence conditions
- Recursive Nonparametric Estimation for Time Series
- Recursive regression estimators with application to nonparametric prediction
- Robust estimation of multivariate regression model
- The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Variable bandwidth and local linear regression smoothers
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Weak dependence. With examples and applications.
Cited in
(7)- Elementary properties of local polynomial estimators: An expedition in linear algebra.
- Regression function and noise variance tracking methods for data streams with concept drift
- Narrow big data in a stream: computational limitations and regression
- A recursive local polynomial approximation method using Dirichlet clouds and radial basis functions
- scientific article; zbMATH DE number 1977847 (Why is no real title available?)
- Consistency of recursive nonparametric kernel estimates for independent functional data
- On the Global Convergence of the Parzen-Based Generalized Regression Neural Networks Applied to Streaming Data
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