Nonparametric estimation of the derivative of the regression function: application to sea shores water quality

2016/06/20 by Bernard Bercu, Bercu, Bernard, Sami Capderou +3
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.1606.06033

arxiv created 2016/06/20 · arxiv updated 2016/06/21

Abstract

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 and real life data associated with sea shores water quality and valvometry.

Citations

• Remarks on Some Nonparametric Estimates of a Density Function

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