Exact rates of almost sure convergence of a recursive kernel estimate of a probability densiy function: Application to regression and hazard rate estimation

DOI10.1080/10485259208832520zbMath1263.62060OpenAlexW1972171327MaRDI QIDQ3432304

George G. Roussas

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259208832520

zbMATH Keywords

probability density functionalmost sure convergencehazard rateregression functionrecursive kernel estimatesExact rates

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (9)

Recursive estimation of nonparametric regression with functional covariate ⋮ A Berry-Esseen-type bound for recursive estimators of a density and its derivatives ⋮ On bandwidth choice for density estimation with dependent data ⋮ On the Estimation of the Density of a Directional Data Stream ⋮ Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function ⋮ The stochastic approximation method for the estimation of a multivariate probability density ⋮ Large and moderate deviations principles for kernel estimators of the multivariate regression ⋮ Consistency of recursive nonparametric Kernel estimates for independent functional data ⋮ Recursive local polynomial regression under dependence conditions

Cites Work

• Nonparametric regression estimation under mixing conditions
• Nonparametric regression analysis of longitudinal data
• Upper and lower functions for martingales and mixing processes
• Remarks on some recursive estimators of a probability density
• Kernel Estimators of the Failure-Rate Function and Density Estimation: An Analogy
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