Sequential Nonparametric Estimation with Assigned Risk

Sequential nonparametric density estimation

On Nonparametric Sequential Point Estimation

Nonparametric Bayes-risk estimation

Absrract-Two nonparametric methods to estimate the Bayes risk using classified sample sets are described and compared. The first method uses the nearest neighbor error rate as an estimate to bound the Bayes risk. The second method estimates the Bayes decision regions by applying Parzen probability-density function estimates and counts errors made using these regions. This estimate is shown to b...

On Sequential Nonparametric Estimation of Multivariate Lqcation

For the multivariate one-sample location model (relating to a diagonally symmetric distribution). sequential non-parametric (point as well as interval) estimators based on appropriate rank statistics are considered and their asymptotic properties studied. In this context. asymptotic risk-efficiency of the proposed estimators and asymptotic normality of the associated stopping times are establis...

Nonparametric sequential estimation of zeros and extrema of regression functions