Quantile regression approach to conditional mode estimation
From MaRDI portal
Publication:2326053
DOI10.1214/19-EJS1607zbMath1429.62149arXiv1811.05379OpenAlexW2976777281MaRDI QIDQ2326053
Kengo Kato, Hirofumi Ota, Satoshi Hara
Publication date: 4 October 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.05379
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics in engineering and industry; control charts (62P30) General nonlinear regression (62J02)
Related Items (7)
On empirical estimation of mode based on weakly dependent samples ⋮ Bootstrap Inference for Quantile-based Modal Regression ⋮ Semiparametric partially linear varying coefficient modal regression ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Modal Principal Component Analysis ⋮ On the robustification of the kernel estimator of the functional modal regression ⋮ Nonparametric statistical learning based on modal regression
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric modal regression in the presence of measurement error
- Distribution-Free Predictive Inference For Regression
- Single-index quantile regression
- Nonparametric modal regression
- Inference for single-index quantile regression models with profile optimization
- Gaussian approximation of suprema of empirical processes
- Bayesian mode regression using mixtures of triangular densities
- Regression towards the mode
- Mode regression
- The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators
- Cube root asymptotics
- Inconsistency of bootstrap: the Grenander estimator
- Extremes and related properties of random sequences and processes
- Censored regression quantiles
- On weak convergence and optimality of kernel density estimates of the mode
- Maximum likelihood estimation of isotonic modal regression
- Maximum score estimation of the stochastic utility model of choice
- An extremal limit theorem for the argmax process of Brownian motion minus a parabolic drift
- Subsampling
- On average derivative quantile regression
- Limit theory in monotone function estimation
- Local M-estimation with discontinuous criterion for dependent and limited observations
- Quadratic mode regression
- Testing monotonicity of regression.
- Large sample confidence regions based on subsamples under minimal assumptions
- Weak convergence and empirical processes. With applications to statistics
- Estimation of the mode
- A New Regression Model: Modal Linear Regression
- Non linear parametric mode regression
- Local modal regression
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Regression Quantiles
- An Algorithm for $l_1 $-Norm Minimization with Application to Nonlinear $l_1 $-Approximation
- Asymptotic Statistics
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Real Analysis and Probability
- A Statistical Learning Approach to Modal Regression
- Semi‐linear mode regression
- Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
- On the Bootstrap of the Maximum Score Estimator
- On the bootstrap in cube root asymptotics
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- On Estimation of a Probability Density Function and Mode
- Modelling Beyond Regression Functions: An Application of Multimodal Regression to Speed–Flow Data
This page was built for publication: Quantile regression approach to conditional mode estimation
