Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
DURRIEU, Gilles
Université de la Nouvelle-Calédonie [UNC]
Laboratoire de Mathématiques de Bretagne Atlantique [LMBA]
Université de la Nouvelle-Calédonie [UNC]
Laboratoire de Mathématiques de Bretagne Atlantique [LMBA]
DURRIEU, Gilles
Université de la Nouvelle-Calédonie [UNC]
Laboratoire de Mathématiques de Bretagne Atlantique [LMBA]
< Leer menos
Université de la Nouvelle-Calédonie [UNC]
Laboratoire de Mathématiques de Bretagne Atlantique [LMBA]
Idioma
en
Article de revue
Este ítem está publicado en
Statistical Inference for Stochastic Processes. 2019, vol. 22, n° 1, p. 17-40
Springer Verlag
Resumen en inglés
This paper is devoted to the nonparametric estimation of the derivative of the regression function in a nonparametric regression model. We implement a very efficient and easy to handle statistical procedure based on the ...Leer más >
This paper is devoted to the nonparametric estimation of the derivative of the regression function in a nonparametric regression model. We implement a very efficient and easy to handle statistical procedure based on the derivative of the recursive Nadaraya–Watson estimator. We establish the almost sure convergence as well as the asymptotic normality for our estimates. We also illustrate our nonparametric estimation procedure on simulated data and real life data associated with sea shores water quality and valvometry.< Leer menos
Proyecto ANR
Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation - ANR-11-LABX-0020
Orígen
Importado de HalCentros de investigación