Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
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DOI: 10.1080/10485252.2017.1369538
Abstract: ABSTRACT We propose a recursive distribution estimator using Robbins-Monro's algorithm and Bernstein polynomials. We study the properties of the recursive estimator, as a competitor of Vitale's distribution estimator. We show that, with optimal parameters, our… read more here.
Keywords: recursive distribution; estimator; estimator defined; bernstein polynomials ... See more keywords