Recursive and sequential density estimation
Recursive estimation as an optimally controlled process
Reference points based recursive approximation
The paper studies polynomial approximation models with a new type of constraints that enable to get estimates with significant properties. Recently we enhanced a representation of polynomials based on three reference points. Here we propose a two-part cubic smoothing scheme that leverages this representation. The presence of these points in the model has several consequences. The most important one is the fact that by appropriate location of the reference points the resulting approximant of two...
Remarks on Sequential Estimation of a Linear Function of Two Means: The Normal Case.
Risk-Efficient Nonparametric Sequential Estimators.