24 citations
- Centre d'Etudes et de Recherches Appliquées à la GestionFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
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- Laboratoire de Mathématiques de VersaillesFR1 paper
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math.ST2008★ 24 cited
Revisiting Révész's stochastic approximation method for the estimation of a regression function
Abdelkader Mokkadem, Mariane Pelletier, Yousri Slaoui
In a pioneer work, Révész (1973) introduces the stochastic approximation method to build up a recursive kernel estimator of the regression function . However, ac…
math.ST2008
Weak convergence of the regularization path in penalized M-estimation
Jean-François Germain, François Roueff
We consider an estimator $\hbbeta_n(t)$ defined as the element $\bphi\in\bPhi$ minimizing a contrast process $\pencontrast(\bphi, t)$ for each t. We give some general results for d…