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Sequential Analysis
Design Methods and Applications
Volume 32, 2013 - Issue 3
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Original Articles

Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations

Dimitris N. Politis Department of Mathematics, University of California, San Diego, California, USACorrespondence[email protected]
&
Vyacheslav A. Vasiliev Department of Applied Mathematics and Cybernetics, Tomsk State University, Tomsk, Russia
Pages 243-266 | Received 19 Jul 2011, Accepted 02 May 2013, Published online: 17 Jul 2013

Citations (6)

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Read on this site (3)

D. N. Politis, V. A. Vasiliev & S. E. Vorobeychikov. (2021) Optimal index estimation of heavy-tailed distributions. Sequential Analysis 40:1, pages 125-147.
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Bikram Karmakar & Indranil Mukhopadhyay. (2019) Risk-efficient sequential estimation of multivariate random coefficient autoregressive process. Sequential Analysis 38:1, pages 26-45.
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MaratI. Kusainov & VyacheslavA. Vasiliev. (2015) On Optimal Adaptive Prediction of Multivariate Autoregression. Sequential Analysis 34:2, pages 211-234.
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Articles from other publishers (3)

D. N. Politis, V. A. Vasiliev & S. E. Vorobeychikov. (2018) Truncated Estimation of Ratio Statistics with Application to Heavy Tail Distributions. Mathematical Methods of Statistics 27:3, pages 226-243.
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Vyacheslav A. Vasiliev. (2013) A truncated estimation method with guaranteed accuracy. Annals of the Institute of Statistical Mathematics 66:1, pages 141-163.
Crossref
Vyacheslav Vasiliev. 2014. Topics in Nonparametric Statistics. Topics in Nonparametric Statistics 347 356 .

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