Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes

DOI10.1007/S13163-020-00368-6MaRDI QIDQ2231589zbMATH OpenOpenAlexWikidataFDO

Authors S. Didi, Salim Bouzebda

Publication date 30 September 2021

Published in Revista Matemática Complutense (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13163-020-00368-6

zbMATH Keywords

conditional densityconditional modeconfidence regionscontinuous time processesergodic processeskernel estimatemartingale difference arraysNadaraya-Watson estimatorspredictionrate of convergencestrong consistency

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

Recommendations

• On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
• scientific article; zbMATH DE number 2188825
• On nonparametric kernel estimation of the mode of the regression function in the random design model
• Kernel estimation of the regression function with random sampling times
• Asymptotic results for the regression function estimate on continuous time stationary and ergodic data

Cites work

• A Comparison of Higher-Order Bias Kernel Density Estimators
• A kernel mode estimate under random left truncation and time series model: asymptotic normality
• A new regression model: modal linear regression
• A nonparametric conditional mode estimate
• A Note on Ergodic Processes Prediction via Estimation of the Conditional Mode Function
• A note on kernel density estimation at a parametric rate†
• A note on prediction via estimation of the conditional mode function
• A simple bias reduction method for density estimation
• A Statistical Learning Approach to Modal Regression
• Absolute regularity and ergodicity of Poisson count processes
• Additive regression model for stationary and ergodic continuous time processes
• Asymptotic normality for the wavelets estimator of the additive regression components
• Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
• Asymptotic results for the regression function estimate on continuous time stationary and ergodic data
• Bootstrapping the mode
• Combinatorial methods in density estimation
• Conditional \(U\)-statistics
• Conditional \(U\)-statistics for dependent random variables
• Consistency results for the kernel density estimate on continuous time stationary and dependent data
• Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
• Ergodic theorems. With a supplement by Antoine Brunel
• Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
• Functional time series prediction via conditional mode estimation
• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• scientific article; zbMATH DE number 3703820 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 48201 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 3604189 (Why is no real title available?)
• scientific article; zbMATH DE number 735231 (Why is no real title available?)
• scientific article; zbMATH DE number 4001210 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• scientific article; zbMATH DE number 1432782 (Why is no real title available?)
• scientific article; zbMATH DE number 3214089 (Why is no real title available?)
• Introduction to strong mixing conditions. Vol. 2.
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
• Maximum penalized likelihood estimation. Vol. 1: Density estimation
• Mode regression
• Modelling Beyond Regression Functions: An Application of Multimodal Regression to Speed–Flow Data
• Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results
• Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results
• Non-parametric estimation of the conditional mode
• Non-strong mixing autoregressive processes
• Nonparametric curve estimation from time series
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
• Nonparametric modal regression
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Normalité asymptotique d'estimateurs convergents du mode conditionnel
• On bootstrapping the mode in the nonparametric regression model with random design
• On Estimation of a Probability Density Function and Mode
• On higher order kernels
• On nonparametric kernel estimation of the mode of the regression function in the random design model
• On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
• On the minimisation of \(L^ p\) error in mode estimation
• On weak convergence and optimality of kernel density estimates of the mode
• Optimal bandwidth selection in nonparametric regression function estimation
• Optimal sampling for density estimation in continuous time
• Optimum kernel estimators
• Probability density estimation from sampled data
• Quadratic mode regression
• Quantile regression approach to conditional mode estimation
• Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
• Rates of strong consistencies of the regression function estimator for functional stationary ergodic data
• Regression towards the mode
• The asymptotic distributions of kernel estimators of the mode
• The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
• Universal confidence sets for the mode of a regression function

Cited in

(17)

• On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
• Asymptotic results for the regression function estimate on continuous time stationary and ergodic data
• Additive regression model for stationary and ergodic continuous time processes
• Asymptotic properties of the kernel mode estimator under twice censorship model
• On nonparametric kernel estimation of the mode of the regression function in the random design model
• Some characteristics of the conditional set-indexed empirical process involving functional ergodic data
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
• scientific article; zbMATH DE number 2188825 (Why is no real title available?)
• Asymptotic normality of the regression mode in the nonparametric random design model for censored data
• Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
• Consistency results of the M-regression function estimator for stationary continuous-time and ergodic data
• The Bahadur representation for empirical and smooth quantile estimators under association
• Asymptotic properties of conditional U -statistics using delta sequences
• On non parametric kernel estimation of the mode of the regression function in the strong mixing random design model with censored data
• Some asymptotic results of a k NN conditional mode estimator for functional stationary ergodic data
• Bahadur-Kiefer theory for empirical and smoothed quantiles with censored associated data

Describes a project that uses

Uses Software

• KernSmooth
• longmemo

This page was built for publication: Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2231589)