Limiting law results for a class of conditional mode estimates for functional stationary ergodic data

DOI10.3103/S1066530716030029zbMATH Open1365.60014MaRDI QIDQ2396741FDOQ2396741

Salim Bouzebda, N. Laïb, Mohamed Chaouch

Publication date: 24 May 2017

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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• Asymptotic normality of conditional mode estimation for functional dependent data

zbMATH Keywords

functional datastrong consistencyresamplinguniform central limit theoremergodic processesconditional mode estimationmartingale difference arrayVC-classuniform entropy integral

Mathematics Subject Classification ID

Density estimation (62G07) Large deviations (60F10) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

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Cited In (14)

• Nonparametric estimation of expectile regression in functional dependent data
• Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data
• Note on conditional quantiles for functional ergodic data
• Asymptotic normality of conditional mode estimation for functional dependent data
• Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data
• Real-time estimation for functional stochastic regression models
• Asymptotic normality of the regression mode in the nonparametric random design model for censored data
• Local linear conditional cumulative distribution function with mixing data
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
• Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
• Rate of uniform consistency for a class of mode regression on functional stationary ergodic data
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis

Uses Software

• fda (R)

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