A note on sequential estimation of the mean
โ Scribed by Chikara Uno
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 312 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0167-7152
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๐ SIMILAR VOLUMES
Sequential procedures are proposed to estimate the unknown mean vector of a multivariate linear process of the form \(\mathbf{X}_{t}-\boldsymbol{\mu}=\sum_{j=0}^{x} A_{j} \mathbf{Z}_{i-j}\), where the \(\mathbf{Z}_{i}\) are i.i.d. \((0, \Sigma)\) with unknown covariance matrix \(\Sigma\). The propos
Mean shift is an effective iterative algorithm widely used in computer vision community. However, to our knowledge, its convergence, a key aspect of any iterative algorithm, has not been rigorously proved up to now. In this paper, by further imposing some commonly acceptable conditions, its converge