On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.

DOI10.1016/S0378-3758(02)00152-0zbMath1041.62033OpenAlexW2053402882MaRDI QIDQ1395876

Klaus Ziegler

Publication date: 1 July 2003

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00152-0

zbMATH Keywords

Nadaraya-Watson estimatorKernel smoothingAsymptotic normalityZeroModeRandom design

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications, Asymptotic normality of the regression mode in the nonparametric random design model for censored data, Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function, Non linear parametric mode regression, Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes, Bayesian mode regression using mixtures of triangular densities, On Semiparametric Mode Regression Estimation, A semi-parametric mode regression with censored data, Assessing extrema of empirical principal component functions, Estimating turning points using large data sets, Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data, Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes, Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences

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