The stochastic approximation method for estimation of a distribution function

DOI10.3103/S1066530714040048zbMath1308.62078WikidataQ57519984 ScholiaQ57519984MaRDI QIDQ2261928

Yousri Slaoui

Publication date: 13 March 2015

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

stochastic approximation algorithmdistribution estimationplug-in estimate

Mathematics Subject Classification ID

Density estimation (62G07) Stochastic approximation (62L20)

Related Items (25)

Nonparametric recursive estimation of the copula ⋮ Nonparametric relative recursive regression ⋮ Automatic bandwidth selection for recursive kernel density estimators with length-biased data ⋮ The stochastic approximation method for recursive kernel estimation of the conditional extreme value index ⋮ Recursive kernel regression estimation under α – mixing data ⋮ Nonparametric recursive method for kernel-type function estimators for spatial data ⋮ Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method ⋮ Bernstein polynomial of recursive regression estimation with censored data ⋮ Optimal bandwidth selection for recursive Gumbel kernel density estimators ⋮ Nonparametric recursive method for moment generating function kernel-type estimators ⋮ Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method ⋮ Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method ⋮ Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method ⋮ Data-driven bandwidth selection for recursive kernel density estimators under double truncation ⋮ On probabilistic convergence rates of stochastic Bernstein polynomials ⋮ Sequential estimation of Spearman rank correlation using Hermite series estimators ⋮ Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method ⋮ On the properties of Hermite series based distribution function estimators ⋮ Unnamed Item ⋮ Nonparametric relative recursive regression estimators for censored data ⋮ Moderate deviation principles for nonparametric recursive distribution estimators using Bernstein polynomials ⋮ Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data ⋮ Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method ⋮ On the choice of smoothing parameters for semirecursive nonparametric hazard estimators ⋮ Two new nonparametric kernel distribution estimators based on a transformation of the data

Uses Software

• kerdiest

Cites Work

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• The stochastic approximation method for the estimation of a multivariate probability density
• Estimation of integrated squared density derivatives
• Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
• General convergence results for stochastic approximations via weak convergence theory
• Strong convergence of a stochastic approximation algorithm
• The performance of kernel density functions in kernel distribution function estimation
• Bandwidth selection for kernel distribution function estimation
• On the second order minimax estimation of distribution functions
• Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method
• A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
• A unified theory of regularly varying sequences
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Revisiting R\'ev\'esz's stochastic approximation method for the estimation of a regression function
• How to apply the method of stochastic approximation in the non-parametric estimation of a regression function¹
• General results on the convergence of stochastic algorithms
• Large and moderate deviation principles for recursive kernel density estimators defined by stochastic approximation method
• Some New Estimates for Distribution Functions
• Regularly Varying Sequences
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method

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