Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method
From MaRDI portal
Publication:2322619
DOI10.1016/j.spl.2019.03.007zbMath1427.62027OpenAlexW2926316360WikidataQ128190733 ScholiaQ128190733MaRDI QIDQ2322619
Publication date: 5 September 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.03.007
Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Stochastic approximation (62L20) Large deviations (60F10)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric recursive density estimation for spatial data
- Kernel density estimation on random fields
- The stochastic approximation method for the estimation of a multivariate probability density
- Large and moderate deviations principles for kernel estimators of the multivariate regression
- Nearest neighbor estimators for random fields
- The method of stochastic exponentials for large deviations
- Kernel density estimation for random fields. (Density estimation for random fields)
- Nonparametric recursive method for kernel-type function estimators for spatial data
- Optimal bandwidth selection for semi-recursive kernel regression estimators
- Nonparametric spatial prediction
- Kernel spatial density estimation in infinite dimension space
- Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method
- The stochastic approximation method for estimation of a distribution function
- Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- A unified theory of regularly varying sequences
- Uniform in bandwidth consistency of kernel-type function estimators
- Nonparametric prediction of spatial multivariate data
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Revisiting R\'ev\'esz's stochastic approximation method for the estimation of a regression function
- Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data
- Large and moderate deviation principles for averaged stochastic approximation method for the estimation of a regression function
- Statistics for Spatial Data
- Large and moderate deviation principles for recursive kernel density estimators defined by stochastic approximation method
- Kernel density estimation for stationary random fields
- Regularly Varying Sequences
- A central limit theorem for stationary random fields
- An empirical process approach to the uniform consistency of kernel-type function estimators
This page was built for publication: Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method