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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Statistics. 2014p. 17

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

Resumen en inglés

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.< Leer menos

Palabras clave en inglés

Semi-parametric regression

recursive estimation

Nadaraya-Watson estimator

Sliced inversion regression

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Centros de investigación

Institut de Mathématiques de Bordeaux (IMB) - UMR 5251