The multivariate Révész's online estimator of a regression function and its averaging
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Publication:2396740
DOI10.3103/S1066530716030017zbMath1366.62084OpenAlexW2526750260MaRDI QIDQ2396740
Mariane Pelletier, Abdelkader Mokkadem
Publication date: 24 May 2017
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530716030017
averaging principlenonparametric regressiononline estimationstochastic approximation algorithmweak convergence rate
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Stochastic approximation (62L20) Sequential estimation (62L12)
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Online estimation of hazard rate under random censoring ⋮ Online estimation of integrated squared density derivatives ⋮ A compact law of the iterated logarithm for online estimator of hazard rate under random censoring ⋮ Recursive estimators of integrated squared density derivatives
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