On the use of stochastic approximation in recursive estimation

DOI10.1016/J.CRMA.2006.11.007zbMATH Open1106.62092OpenAlexW2017787618MaRDI QIDQ868978FDOQ868978

Authors: Kengy Barty, Jean-Sébastien Roy, Cyrille Strugarek 

Publication date: 26 February 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.11.007

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Mathematics Subject Classification ID

Density estimation (62G07) Applications of functional analysis in probability theory and statistics (46N30) Stochastic approximation (62L20)

Cites Work

• Remarks on Some Nonparametric Estimates of a Density Function
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• On Estimation of a Probability Density Function and Mode
• Hilbert-Valued Perturbed Subgradient Algorithms
• Introduction to nonparametric estimation
• How to apply the method of stochastic approximation in the non-parametric estimation of a regression function¹
• Recursive Estimates of Probability Densities
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• Algorithmes stochastiques de r�solution d'�quations et d'in�quations variationnelles
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• On H-valued Robbins-Monro processes

Cited In (5)

• Title not available (Why is that?)
• Constructing fixed rank optimal estimators with method of best recurrent approximations
• Recursive Estimation of a Vector Parameter under Bahadur Risk
• Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
• Title not available (Why is that?)

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