Accession Number:

ADA169958

Title:

Nonparametric Sequential Estimation of Zeros and Extrema of Regression Functions.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s):

Report Date:

1986-01-01

Pagination or Media Count:

18.0

Abstract:

Let X,Y, X sub 1, Y sub 1, X sub 2, Y sub 2, ... be independent, identically distributed, bivariate random variables and let mxEYXx be the regression curve of y on X. This paper considers the estimation of zeros and extrema of the regression curve via stochastic approximation methods. The author presents consistency results of some sequential procedures and define termination rules providing fixed width confidence intervals for the parameters to be estimated. Keywords kernel regression nonparametric regression. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE