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Recursive estimation of the mode of a multivariate density |
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| Authors: | Luc Devroye |
| Abstract: | Let f be an unknown possibly multimodal density on Rd and let X1, X2, … 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. |
| Keywords: | Density estimation multivariate density recursive estimation strong uniform consistency estimation of the mode |