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
fDate :
29 Jun-4 Jul 1997
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;
Conference_Titel :
Information Theory. 1997. Proceedings., 1997 IEEE International Symposium on
Conference_Location :
Ulm
Print_ISBN :
0-7803-3956-8
DOI :
10.1109/ISIT.1997.613339