Recursive estimation of the mode of a multivariable distribution

A. B. Tsybakov

Recursive estimation of the mode of a multivariable distribution

A. B. Tsybakov

Research output: Contribution to journal › Article › peer-review

Abstract

A simple recursive estimator of the mode of a multivariable 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.

Original language	English
Pages (from-to)	31-37
Number of pages	7
Journal	Problems of Information Transmission
Volume	26
Issue number	1
Publication status	Published - 1 Jul 1990

Cite this

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Recursive estimation of the mode of a multivariable distribution

Abstract

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