Sequential estimation of Spearman rank correlation using Hermite series estimators

M Stephanou, M Varughese - Journal of Multivariate Analysis, 2021 - Elsevier
In this article we describe a new Hermite series based sequential estimator for the
Spearman rank correlation coefficient and provide algorithms applicable in both the …

Optimal bandwidth selection for semi-recursive kernel regression estimators

Y Slaoui - arXiv preprint arXiv:1607.00963, 2016 - arxiv.org
In this paper we propose an automatic selection of the bandwidth of the semi-recursive
kernel estimators of a regression function defined by the stochastic approximation algorithm …

Recursive density estimators based on Robbins-Monro's scheme and using Bernstein polynomials

Y Slaoui, A Jmaei - arXiv preprint arXiv:1904.06675, 2019 - arxiv.org
In this paper, we consider the alleviation of the boundary problem when the probability
density function has bounded support. We apply Robbins-Monro's algorithm and Bernstein …

Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials

A Jmaei, Y Slaoui, W Dellagi - Journal of Nonparametric Statistics, 2017 - Taylor & Francis
We propose a recursive distribution estimator using Robbins-Monro's algorithm and
Bernstein polynomials. We study the properties of the recursive estimator, as a competitor of …

Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method

Y Slaoui - Statistica Neerlandica, 2015 - Wiley Online Library
In this paper, we propose an automatic selection of the bandwidth of the recursive kernel
estimators of a regression function defined by the stochastic approximation algorithm. We …

A Bernstein polynomial approach to the estimation of a distribution function and quantiles under censorship model

S Khardani - Communications in Statistics-Theory and Methods, 2024 - Taylor & Francis
In this article, we investigate various asymptotic properties (bias, variance, mean squared
error, mean integrated squared error, asymptotic normality, uniform strong consistency) for …

Parameter estimation for stable distributions and their mixture

O Hajjaji, SM Manou-Abi, Y Slaoui - Journal of Applied Statistics, 2024 - Taylor & Francis
In this paper, we consider estimating the parameters of univariate α-stable distributions and
their mixtures. First, using a Gaussian kernel density distribution estimator, we propose an …

Recursive Kernel Density Estimation and Optimal Bandwidth Selection Under α: Mixing Data

S Khardani, Y Slaoui - Journal of Statistical Theory and Practice, 2019 - Springer
In this paper, we extend the work of Slaoui (J Probab Stat, https://doi. org/10.1155/2014/
739640, 2014) to the case of strong mixing data. Then, we study the properties of these …

Nonparametric recursive method for kernel-type function estimators for spatial data

S Bouzebda, Y Slaoui - Statistics & Probability Letters, 2018 - Elsevier
In the present paper we propose recursive general kernel-type estimators for spatial data
defined by the stochastic approximation algorithm. We obtain the central limit theorem and …

Nonparametric recursive method for moment generating function kernel-type estimators

S Bouzebda, Y Slaoui - Statistics & Probability Letters, 2022 - Elsevier
In the present paper, we are mainly concerned with the kernel type estimators for the
moment generating function. More precisely, we establish the central limit theorem together …