Regression estimation by local polynomial fitting for multivariate data streams
From MaRDI portal
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)
Recommendations
- Multivariate regression estimation: Local polynomial fitting for time series
- Multivariate regression estimation: Local polynomial fitting for time series
- Robust local polynomial regression for dependent data
- Recursive estimation of regression functions by local polynomial fitting
- Local polynomial fitting under association
Cites work
- 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?)
- 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
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution
- Multivariate locally weighted least squares regression
- Multivariate regression estimation: Local polynomial fitting for time series
- Recursive Nonparametric Estimation 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 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
(6)- Narrow big data in a stream: computational limitations and regression
- Consistency of recursive nonparametric kernel estimates for independent functional data
- scientific article; zbMATH DE number 1977847 (Why is no real title available?)
- Regression function and noise variance tracking methods for data streams with concept drift
- On the Global Convergence of the Parzen-Based Generalized Regression Neural Networks Applied to Streaming Data
- A recursive local polynomial approximation method using Dirichlet clouds and radial basis functions
This page was built for publication: Regression estimation by local polynomial fitting for multivariate data streams
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q725697)
