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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 3, Pages 567–575
DOI: https://doi.org/10.4213/tvp3696 (Mi tvp3696) 		 
This article is cited in 3 scientific papers (total in 4 papers)

Short Communications

Online estimation of a smooth regression function

R. Sh. Liptsera, R. Z. Khas'minskiib

a Tel Aviv University, Department of Electrical Engineering-Systems
b Wayne State University
Full-text PDF (804 kB) Citations (4)
DOI: https://doi.org/10.4213/tvp3696
Abstract: The tracking (recursive) type estimator for a one-dimensional regression estimation problem with equidistant design is proposed. It is proven that, out of the inevitable initial layer, this estimator has the optimal rate of convergence of quadratic risk to zero if the sample size goes to infinity.
Keywords: online tracking estimator, equidistant design, nonparametric estimation, regression.
Received: 04.09.2001
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 3, Pages 541–550
DOI: https://doi.org/10.1137/S0040585X97979901
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: R. Sh. Liptser, R. Z. Khas'minskii, “Online estimation of a smooth regression function”, Teor. Veroyatnost. i Primenen., 47:3 (2002), 567–575; Theory Probab. Appl., 47:3 (2003), 541–550
Citation in format AMSBIB
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\paper Online estimation of a smooth regression function
\jour Teor. Veroyatnost. i Primenen.
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\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 3
\pages 541--550
\crossref{https://doi.org/10.1137/S0040585X97979901}
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  • https://www.mathnet.ru/eng/tvp3696
  • https://doi.org/10.4213/tvp3696
  • https://www.mathnet.ru/eng/tvp/v47/i3/p567
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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