Kernel density estimation and goodness-of-fit test in adaptive tracking
hal.structure.identifier | Laboratoire de Statistique et Probabilités [LSP] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
dc.contributor.author | BERCU, Bernard | |
hal.structure.identifier | Laboratoire de Mathématiques d'Orsay [LMO] | |
dc.contributor.author | PORTIER, Bruno | |
dc.date.accessioned | 2024-04-04T02:33:47Z | |
dc.date.available | 2024-04-04T02:33:47Z | |
dc.date.issued | 2008 | |
dc.identifier.issn | 0363-0129 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/190506 | |
dc.description.abstractEn | We investigate the asymptotic properties of a recursive kernel density estimator associated with the driven noise of a linear regression in adaptive tracking. We provide an almost sure pointwise and uniform strong law of large numbers as well as a pointwise and multivariate central limit theorem. | |
dc.language.iso | en | |
dc.publisher | Society for Industrial and Applied Mathematics | |
dc.subject.en | Adaptive control | |
dc.subject.en | Kernel density estimation | |
dc.subject.en | Goodness-of-fit test | |
dc.title.en | Kernel density estimation and goodness-of-fit test in adaptive tracking | |
dc.type | Article de revue | |
dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
bordeaux.journal | SIAM Journal on Control and Optimization | |
bordeaux.page | 2440-2457 | |
bordeaux.volume | 47 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00012682 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00012682v1 | |
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