Regression estimation by local polynomial fitting for multivariate data streams - Archive ouverte HAL Access content directly
Journal Articles Statistical Papers Year : 2016

Regression estimation by local polynomial fitting for multivariate data streams

Abstract

In this paper we study a local polynomial estimator of the regression function and its derivatives. We propose a sequential technique based on a multivariate counterpart of the stochastic approximation method for successive experiments for the local polynomial estimation problem. We present our results in a more general context by considering the weakly dependent sequence of stream data, for which we provide an asymptotic bias-variance decomposition of the considered estimator. Additionally, we study the asymptotic normality of the estimator and we provide algorithms for the practical use of the method in data streams framework.

Dates and versions

hal-01592783 , version 1 (25-09-2017)

Identifiers

Cite

Aboubacar Amiri, Baba Thiam. Regression estimation by local polynomial fitting for multivariate data streams. Statistical Papers, 2016, 59, pp.813-843. ⟨10.1007/s00362-016-0791-6⟩. ⟨hal-01592783⟩
102 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More