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 sense.
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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