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Strong consistency of the mode of multivariate recursive kernel density estimator under strong mixing hypothesis
Fatma Ben Khadhera, Yousri Slaouib a Univ. Monastir, Laboratoire analyse, geométrie et applications, FSM, Tunisie
b Univ. Poitiers, Lab. Math. et Appl., Futuroscope Chasseneuil, France
Abstract:
In this research paper, we define a kernel estimator of the mode based on the recursive kernel density estimator developed by [23]. In addition, we establish its almost sure convergence under strong mixing hypothesis. Finally, we corroborate these theoretical results through numerical simulations.
Keywords:
Nonparametric estimation, Density estimation, Stochastic approximation, Mode, Strong mixing, Strong consistency.
Citation:
Fatma Ben Khadher, Yousri Slaoui, “Strong consistency of the mode of multivariate recursive kernel density estimator under strong mixing hypothesis”, Theory Stoch. Process., 25(41):2 (2020), 61–73
Linking options:
https://www.mathnet.ru/eng/thsp318 https://www.mathnet.ru/eng/thsp/v25/i2/p61
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Abstract page: | 124 | Full-text PDF : | 39 | References: | 21 |
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