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The iteration method of data censoring in the regression estimation problem

  • Adaptive and Robust Systems
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Abstract

A robust analog of the Nadaraya-Watson regression estimate is considered. A solution is obtained in the class of censor algorithms. A criterion and iteration procedure for determining a censored sample are proposed. The criterion is based on the analysis of residuals (errors) of estimation.

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Original Russian Text © E.S. Kirik, 2007, published in Avtomatika i Telemekhanika, 2007, No. 4, pp. 79–91.

The paper is based on the report in the section “Nonparametric Identification” of the conference SICPRO’04.

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Kirik, E.S. The iteration method of data censoring in the regression estimation problem. Autom Remote Control 68, 645–656 (2007). https://doi.org/10.1134/S000511790704008X

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  • DOI: https://doi.org/10.1134/S000511790704008X

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