SFB 303 Discussion Paper No. A - 207
Author: Tsybakov, A. B.
Title: Passive Stochastic Approximation
Abstract: The problem of estimation of zeros and extrema of a regression function
and estimation of the mode of a density are considered.
In the case of regression it is assumed that prediction variables are i.i.d.. The recursive
algorithms of estimation are proposed that have the optimal rates of convergence in the asymptotic minimax
Keywords: Nonparametric regression, stochastic approximation, estimation of the mode, estimation of the zeros and
extrema, optimal rates of convergence
Creation-Date: November 1988
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