LOCATION OF PARTICULAR POINTS IN NON-PARAMETRIC REGRESSION ANALYSIS |
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| Authors: | Joel Boularan Louis Ferre Philippe Vieu |
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| Affiliation: | Groupe Mathématiques et Statistïque, Direction de la Recherche, Gaz de France, 361 avenue du P. Wilson, 93211 La Plaine Saint Denis, France.;Laboratoire de Statistique et Probabiliés, URA CNRS D745;, UniversitéPaul Sabatier, 118 route de Narbonne, 31062 Toulouse cedex, France. |
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| Abstract: | In the random-design non-parametric regression model, the locations of particular values of the regression function or its derivatives are estimated. This paper investigates several stochastic modes of convergence and finds their rate of convergence under regularity assumptions, for a wide class of non-parametric estimators. The approach finds two natural fields of application: estimation of zeros/extrema and non-parametric absolute calibration. |
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| Keywords: | Absolute calibration regression smoothing zeros. |
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