Nonparametric estimation for multivariate data streams
Salle de séminaires.
Laboratoire Lille, Économie et Management, Univ. Lille 3.
We propose a sequential technique for the local polynomial estimation problem. We present our results in a context of data streams, 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.