Normalité asymptotique d'estimateurs convergents du mode conditionnel
From MaRDI portal
Publication:4223834
DOI10.2307/3315517zbMath0926.62036OpenAlexW2029049231MaRDI QIDQ4223834
Ali Gannoun, Alain F. Berlinet, Eric Matzner-Løber
Publication date: 25 November 1999
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315517
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
Related Items
Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data, A note on asymptotic normality of convergent estimates of the conditional mode with errors-in-variables, Asymptotic normality of the regression mode in the nonparametric random design model for censored data, Nonparametric prediction by conditional median and quantiles, Asymptotic normality of convergent estimates of conditional quantiles, Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes, On the conditional density estimation for continuous time processes with values in functional spaces, On Semiparametric Mode Regression Estimation, On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data, Functional time series prediction via conditional mode estimation, Estimating some characteristics of the conditional distribution in nonparametric functional models, Note on conditional mode estimation for functional dependent data, The law of the iterated logarithm for the multivariate kernel mode estimator, Nonparametric conditional predictive regions for time series
Cites Work
- Unnamed Item
- Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate
- On weak convergence and optimality of kernel density estimates of the mode
- Optimum kernel estimators
- A note on prediction via estimation of the conditional mode function
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Recursive probability density estimation for weakly dependent stationary processes
- Nonparametric forecasting: a comparison of three kernel-based methods
- On Strong Consistency of Density Estimates
- On Estimation of a Probability Density Function and Mode