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 
be independent identically distributed pairs of random variables, and let 
be the regression curve of 
on 
. 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.
be independent identically distributed pairs of random variables, and let be the regression curve of on . 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