DocumentCode :
942898
Title :
Nonparametric sequential estimation of zeros and extrema of regression functions
Author :
Hardle, Wolfgang K. ; Nixdorf, Rainer
Volume :
33
Issue :
3
fYear :
1987
fDate :
5/1/1987 12:00:00 AM
Firstpage :
367
Lastpage :
372
Abstract :
Let (X,Y), (X_{l}, Y_{l}), (X_{2}, Y_{2}), \\cdots be independent identically distributed pairs of random variables, and let m(x)=E(Y|X = x) be the regression curve of Y on X . The estimation of zeros and extrema of the regression curve via stochastic approximation methods is considered. Consistency results of some sequential procedures are presented and termination rules are defined providing fixed width confidence intervals for the parameters to be estimated.
Keywords :
Nonparametric estimation; Poles and zeros; Sequential estimation; Stochastic approximation; Approximation methods; Bandwidth; Kernel; Parameter estimation; Probability density function; Random variables; Sampling methods; Shape; Stochastic processes;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1987.1057305
Filename :
1057305
Link To Document :
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