Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method
From MaRDI portal
Publication:6063606
DOI10.1111/stan.12069WikidataQ57519964 ScholiaQ57519964MaRDI QIDQ6063606
Publication date: 12 December 2023
Published in: Statistica Neerlandica (Search for Journal in Brave)
Linear inference, regression (62Jxx) Nonparametric inference (62Gxx) Sequential statistical methods (62Lxx)
Related Items
Recursive kernel regression estimation under α – mixing data ⋮ Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method ⋮ Asymptotic normality of the regression mode in the nonparametric random design model for censored data ⋮ Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method ⋮ Data-driven bandwidth selection for recursive kernel density estimators under double truncation ⋮ Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method ⋮ Nonparametric relative recursive regression estimators for censored data ⋮ On the choice of smoothing parameters for semirecursive nonparametric hazard estimators
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bandwidth choice for nonparametric regression
- Data-driven bandwidth choice for density estimation based on dependent data
- Practical bandwidth selection in deconvolution kernel density estimation
- The stochastic approximation method for the estimation of a multivariate probability density
- Optimal bandwidth selection in nonparametric regression function estimation
- Variable bandwidth kernel estimators of regression curves
- Bandwidth selection for kernel distribution function estimation
- Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method
- The stochastic approximation method for estimation of a distribution function
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- A unified theory of regularly varying sequences
- Revisiting R\'ev\'esz's stochastic approximation method for the estimation of a regression function
- How to apply the method of stochastic approximation in the non-parametric estimation of a regression function1
- Large and moderate deviation principles for recursive kernel density estimators defined by stochastic approximation method
- Recursive Nonparametric Estimation for Time Series
- Regularly Varying Sequences