On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors

DOI10.1016/j.jspi.2009.07.016zbMath1177.62053MaRDI QIDQ1039478

Barbara Wieczorek, Klaus Ziegler

Publication date: 30 November 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.07.016

zbMATH Keywords

kernel estimation; non-smoothness; optimal rates of convergence; mode; mixing observations

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

Related Items

The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors, Complete and complete moment convergence for randomly weighted sums ofρ*-mixing random variables and its applications, On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing, Wavelet-based estimation of regression function for dependent biased data under a given random design, Kernel estimators of mode under \(\psi\)-weak dependence, On the strong uniform consistency of the mode estimator for censored time series, On general consistency in deconvolution mode estimation, Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series

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