On the strong uniform consistency of the mode estimator for censored time series
From MaRDI portal
Publication:421049
DOI10.1007/s00184-010-0324-6zbMath1238.62103MaRDI QIDQ421049
Elias Ould Saïd, Mohamed Lemdani, Salah Khardani
Publication date: 23 May 2012
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-010-0324-6
kernel estimator; Kaplan-Meier estimator; censored data; strong mixing condition; uniform almost sure convergence
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62N01: Censored data models
60F15: Strong limit theorems
Related Items
A semi-parametric mode regression with censored data, Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series, Nonparametric relative regression under random censorship model
Cites Work
- Unnamed Item
- Nonparametric estimation of the conditional mode when the regressor is functional
- On a fast, robust estimator of the mode: comparisons to other robust estimators with applications
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors
- Optimum kernel estimators
- Uniform strong estimation under \(\alpha\)-mixing, with rates
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data
- Functional time series prediction via conditional mode estimation
- A note on prediction via estimation of the conditional mode function
- Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
- A note on density mode estimation
- Moderate deviations for the kernel mode estimator and some applications
- Nonparametric Estimation from Incomplete Observations
- Non-parametric estimation of the conditional mode
- Recursive probability density estimation for weakly dependent stationary processes
- The asymptotic distributions of kernel estimators of the mode
- On the Asymptotic Normality of the Mode of Multidimensional Distributions
- On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring
- A Note on Ergodic Processes Prediction via Estimation of the Conditional Mode Function
- On the asymptotic properties of a simple estimate of the Mode
- Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
- On Non-Parametric Estimates of Density Functions and Regression Curves
- A Large Deviations Upper Bound for the Kernel Mode Estimator
- On Strong Consistency of Density Estimates
- Strong uniform consistency of nonparametric estimation of the censored conditional mode function
- On Estimation of a Probability Density Function and Mode
- Estimating a distribution function for censored time series data