BERCU, Bernard; MONG NGOC NGUYEN, Thi; SARACCO, Jérôme

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BERCU, Bernard
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]

MONG NGOC NGUYEN, Thi
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]

SARACCO, Jérôme
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]

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Article de revue

Ce document a été publié dans

Statistics. 2014p. 17

Taylor & Francis: STM, Behavioural Science and Public Health Titles

Résumé en anglais

We investigate the asymptotic behavior of the Nadaraya-Watson estimator for the estimation of the regression function in a semiparametric regression model. On the one hand, we make use of the recursive version of the sliced inverse regression method for the estimation of the unknown parameter of the model. On the other hand, we implement a recursive Nadaraya-Watson procedure for the estimation of the regression function which takes into account the previous estimation of the parameter of the semiparametric regression model. We establish the almost sure convergence as well as the asymptotic normality for our Nadaraya-Watson estimator. We also illustrate our semiparametric estimation procedure on simulated data.< Réduire

Mots clés en anglais

Semi-parametric regression

recursive estimation

Nadaraya-Watson estimator

Sliced inversion regression

Origine

Importé de hal

Unités de recherche

Institut de Mathématiques de Bordeaux (IMB) - UMR 5251