SEQUENTIAL PROCEDURE FOR NONPARAMETRIC ESTIMATION OF STOCHASTIC DE-PENDENCE
Author(s) -
А. V. Lapko,
В. А. Лапко
Publication year - 2020
Publication title -
informatika i sistemy upravleniya
Language(s) - English
Resource type - Journals
eISSN - 1814-2419
pISSN - 1814-2400
DOI - 10.22250/isu.2020.66.95-103
Subject(s) - nonparametric statistics , computer science , dependency (uml) , mathematics , mathematical optimization , algorithm , statistical physics , econometrics , artificial intelligence , physics
A technique is proposed for constructing a nonparametric model of a multidimensional dependence in conditions of small volumes of initial statistical data. The method is based on a sequential procedure for building a nonparametric model in the space of argument lists of the restored dependency. The as-ymptotic properties of the developed model are investigated and the results of computational experi-ments are presented.
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