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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2020, том 25(41), выпуск 2, страницы 61–73 (Mi thsp318)

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

Аннотация: 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.

Ключевые слова: Nonparametric estimation, Density estimation, Stochastic approximation, Mode, Strong mixing, Strong consistency.

MSC: 62G05; 62G07; 62L20; 62E20; 60F05; 60E05

Язык публикации: английский



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