|
Problemy Peredachi Informatsii, 1990, Volume 26, Issue 1, Pages 38–45
(Mi ppi591)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Methods of Signal Processing
Recursive Estimation of the Mode of a Multivariate Distribution
A. B. Tsybakov
Abstract:
A simple recursive estimator of the mode of a multivariate distribution is proposed. Conditions for the convergence of the estimator with probability 1 are given. The rate of mean-square convergence of the estimator is calculated. It is shown that no mode estimators exist with a higher order of rate of convergence.
Received: 12.05.1988
Citation:
A. B. Tsybakov, “Recursive Estimation of the Mode of a Multivariate Distribution”, Probl. Peredachi Inf., 26:1 (1990), 38–45; Problems Inform. Transmission, 26:1 (1990), 31–37
Linking options:
https://www.mathnet.ru/eng/ppi591 https://www.mathnet.ru/eng/ppi/v26/i1/p38
|
Statistics & downloads: |
Abstract page: | 573 | Full-text PDF : | 298 |
|