Cited in
(66)- On the asymptotic properties of a simple estimate of the Mode
- Kernel estimators of mode under -weak dependence
- Inference for the mode of a log-concave density
- Strong uniform consistency of nonparametric estimation of the censored conditional mode function
- Robust variable selection in partially varying coefficient single-index model
- A kernel mode estimate under random left truncation and time series model: asymptotic normality
- 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
- Asymptotic theory of Grenander's mode estimator
- On general consistency in deconvolution mode estimation
- Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship
- Prediction via the quantile-copula conditional density estimator
- On the strong uniform consistency of the mode estimator for censored time series
- A semi-parametric mode regression with censored data
- Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
- A note on the convergence rate of the kernel density estimator of the mode
- Local linear kernel estimation for discontinuous nonparametric regression functions
- A polarization-cohesion perspective on cross-country convergence
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors
- Statistical inference of mode regression with adaptive Lasso
- Dynamic Vector Mode Regression
- On semiparametric mode regression estimation
- Mode regression
- Minimax estimation of the mode of functional data
- 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
- Another hybrid conjugate gradient method as a convex combination of WYL and CD methods
- 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
- Non linear parametric mode regression
- The law of the iterated logarithm for the multivariate kernel mode estimator
- 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
- A non-classical parameterization for density estimation using sample moments
- 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
- Asymptotic normality of the regression mode in the nonparametric random design model for censored data
- 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
- A new regression model: modal linear regression
- On optimal estimation of the mode in nonparametric deconvolution problems
- The asymptotic distributions of kernel estimators of the mode
- Limit distribution theory for maximum likelihood estimation of a log-concave density
- Semiparametric estimation for stationary processes whose spectra have an unknown pole
- A nonparametric conditional mode estimate
- Estimation of marginal and spectral modes
- On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring
- Bayesian mode regression using mixtures of triangular densities
- Regression towards the mode
- Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data
- Nonparametric estimation of the maximum hazard under dependence conditions
- On Testing for the Nullity of Some Skewness Coefficients
- TheL1theory of estimation of monotone and unimodal densities
- Second-order linearity of the general signed-rank statistic
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
- Estimating modes and isopleths
- Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
- Normalité asymptotique d'estimateurs convergents du mode conditionnel
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