On-line tracking of a smooth regression function

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dc.creatorGoldentayer, L.
dc.creatorLiptser, R.
dc.date2002-07-04
dc.date.accessioned2026-07-07T08:06:03Z
dc.date.available2026-07-07T08:06:03Z
dc.descriptionWe construct an on-line estimator with equidistant design for tracking a smooth function from Stone-Ibragimov-Khasminskii class. This estimator has the optimal convergence rate of risk to zero in sample size. The procedure for setting coefficients of the estimator is controlled by a single parameter and has a simple numerical solution. The off-line version of this estimator allows to eliminate a boundary layer. Simulation results are given.
dc.description13 pages, 2 figures
dc.identifierhttps://arxiv.org/abs/math/0207044
dc.identifierhttp://arxiv.org/abs/math/0207044
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130473
dc.subjectStatistics Theory
dc.subject62G05; Secondary 62M99
dc.titleOn-line tracking of a smooth regression function
dc.typetext

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