On the asymptotic behaviour of the recursive Nadaraya–Watson estimator associated with the recursive sliced inverse regression method

DOI10.1080/02331888.2014.884097zbMath1367.62111arXiv1202.5432OpenAlexW2053676405MaRDI QIDQ5264002

Bernard Bercu, Thi Mong Ngoc Nguyen, Jérôme Saracco

Publication date: 20 July 2015

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.5432

zbMATH Keywords

Nadaraya-Watson estimatorsemiparametric regressionrecursive estimationsliced inversion regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Weighted estimation of conditional mean function with truncated, censored and dependent data ⋮ Unnamed Item ⋮ On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process

Cites Work

• Optimal quantization applied to sliced inverse regression
• On almost linearity of low dimensional projections from high dimensional data
• A new approach on recursive and non-recursive SIR methods
• Class prediction and gene selection for DNA microarrays using regularized sliced inverse regression
• Slicing regression: A link-free regression method
• Estimation of a regression function by the parzen kernel-type density estimators
• Data sharpening methods for bias reduction in nonparametric regression.
• Dimension reduction for conditional mean in regression
• The sliced inverse regression algorithm as a maximum likelihood procedure
• On spline approximation of sliced inverse regression
• Sliced Inverse Regression with Regularizations
• Influence Functions for Sliced Inverse Regression
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
• Sufficient Dimension Reduction via Inverse Regression

This page was built for publication: On the asymptotic behaviour of the recursive Nadaraya–Watson estimator associated with the recursive sliced inverse regression method