Nonparametric estimation for multivariate data streams

Jeudi 19 octobre 2017, 10:15 à 11:15

Salle de séminaires.

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.