Nonparametric estimation for multivariate data streams

Jeudi 19 octobre 2017, 10:15 à 11:15

Salle de séminaires.

Groupe de travail de Statistique
Aboubacar Amiri

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.

Exposé