DocumentCode
3066277
Title
Strongly-consistent nonparametric estimation of smooth regression functions for stationary ergodic sequences
Author
Yakowitz, Sidney ; Györfi, László ; Kieffer, John ; Morvai, Gusztáv
Author_Institution
Arizona Univ., USA
fYear
1997
fDate
29 Jun-4 Jul 1997
Firstpage
402
Abstract
Let {(Xi,Yi)} be a stationary ergodic Rd×R valued process. This study offers a strongly consistent (with respect to pointwise, least-squares, and uniform distance) algorithm for inferring the regression function E[Y0|X0=x], assumed uniformly Lipschitz continuous
Keywords
estimation theory; functional analysis; nonparametric statistics; random processes; statistical analysis; least-squares algorithm; pointwise algorithm; random sequence; regression function; smooth regression functions; stationary ergodic sequences; strongly-consistent nonparametric estimation; uniform distance algorithm; uniformly Lipschitz continuous function; Informatics; Partitioning algorithms; Random sequences; Time series analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory. 1997. Proceedings., 1997 IEEE International Symposium on
Conference_Location
Ulm
Print_ISBN
0-7803-3956-8
Type
conf
DOI
10.1109/ISIT.1997.613339
Filename
613339
Link To Document