Optimum kernel estimators

Cited In (66)

Statistical inference of mode regression with adaptive Lasso
Dynamic Vector Mode Regression
Minimax estimation of the mode of functional data
Another hybrid conjugate gradient method as a convex combination of WYL and CD methods
A non-classical parameterization for density estimation using sample moments
Asymptotic normality of the regression mode in the nonparametric random design model for censored data
Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data
Strong uniform consistency of nonparametric estimation of the censored conditional mode function
Kernel estimators of mode under \(\psi\)-weak dependence
Inference for the mode of a log-concave density
Robust variable selection in partially varying coefficient single-index model
A kernel mode estimate under random left truncation and time series model: asymptotic normality
Asymptotic theory of Grenander's mode estimator
On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
On the asymptotics of trimmed best \(k\)-nets
Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship
On general consistency in deconvolution mode estimation
Prediction via the quantile-copula conditional density estimator
A semi-parametric mode regression with censored data
Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
On the strong uniform consistency of the mode estimator for censored time series
Local linear kernel estimation for discontinuous nonparametric regression functions
A note on the convergence rate of the kernel density estimator of the mode
On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors
A polarization-cohesion perspective on cross-country convergence
On semiparametric mode regression estimation
Mode regression
Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
Smooth estimators of distribution and density functions
A note on density mode estimation
Nonparametric inference on structural breaks
Bivariate density estimation using BV regularisation
A Statistical Learning Approach to Modal Regression
Wear convergence of stochastic approximation processes with random indices
Maximum likelihood estimation of smooth monotone and unimodal densities.
Estimation of the global mode of a density: minimaxity, adaptation, and computational complexity
The law of the iterated logarithm for the multivariate kernel mode estimator
Non linear parametric mode regression
Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
Moderate deviations for the kernel mode estimator and some applications
Efficient estimation of the mode of continuous multivariate data
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
On the minimisation of \(L^ p\) error in mode estimation
Least squares estimators of the mode of a unimodal regression function
Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function
On nonparametric kernel estimation of the mode of the regression function in the random design model
Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation
On optimal estimation of the mode in nonparametric deconvolution problems
A new regression model: modal linear regression
The asymptotic distributions of kernel estimators of the mode
Limit distribution theory for maximum likelihood estimation of a log-concave density
A nonparametric conditional mode estimate
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Estimation of marginal and spectral modes
On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring
On Testing for the Nullity of Some Skewness Coefficients
Nonparametric estimation of the maximum hazard under dependence conditions
Bayesian mode regression using mixtures of triangular densities
Regression towards the mode
TheL₁theory of estimation of monotone and unimodal densities
Estimating modes and isopleths
Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
Second-order linearity of the general signed-rank statistic
Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
Normalité asymptotique d'estimateurs convergents du mode conditionnel
On the asymptotic properties of a simple estimate of the Mode

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