Nonparametric recursive variance estimation

被引：0

作者：

Stadtmuller, V ^{[1
]}

Tsybakov, AB ^{[1
]}

机构：

[1] UNIV CATHOLIQUE LOUVAIN,CORE,B-1348 LOUVAIN,BELGIUM

来源：

STATISTICS | 1995年 / 27卷 / 1-2期

关键词：

nonparametric regression analysis; variance estimation; recursive estimation; kernel estimates; speed of convergence;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider an i.i.d. sample for a random vector (X, Y)is an element of R(d) x R. We are interested in recursive estimates of the regression function f(x) = E(Y/X = x) and of the variance function Var (Y/X = x). We use recursive kernel estimates for both problems and prove pointwise mean square convergence with rates under appropriate conditions. The results are compared with nonrecursive estimators, which have recently been suggested by various authors.

引用

页码：55 / 63

页数：9

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