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Recursive estimation of the mode of a multivariate density
Author(s) -
Devroye Luc
Publication year - 1979
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315115
Subject(s) - consistency (knowledge bases) , sequence (biology) , multivariate statistics , mode (computer interface) , mathematics , estimation , density estimation , strong consistency , random variable , statistics , discrete mathematics , computer science , biology , estimator , engineering , systems engineering , operating system , genetics
Let f be an unknown possibly multimodal density on R d and let X 1 , X 2 , … be a sequence of independent random vectors with density f. Several recursive estimates of the mode of f are proposed, and sufficient conditions ensuring their weak and strong consistency are established.