A nonparametric conditional mode estimate

DOI10.1080/10485259708832723zbMath0887.62039OpenAlexW2081245850WikidataQ126250544 ScholiaQ126250544MaRDI QIDQ4372869

Alejandro Quintela-del-Río, Philippe Vieu

Publication date: 27 May 1998

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259708832723

zbMATH Keywords

derivative estimationmixingconditional modelocal smoothingnonparametric prediction of time series

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (25)

Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data ⋮ A Statistical Learning Approach to Modal Regression ⋮ The $k$ nearest neighbors local linear estimator of functional conditional density when there are missing data ⋮ Nonparametric estimation of the conditional mode when the regressor is functional ⋮ Conditional mode estimation for functional stationary ergodic data with responses missing at random ⋮ Asymptotic normality of the regression mode in the nonparametric random design model for censored data ⋮ Kernel conditional density and mode estimation for psi-weakly dependent observations ⋮ A strong linear representation for the maximum conditional hazard rate estimator in survival analysis ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Bayesian mode regression using mixtures of triangular densities ⋮ Regression towards the mode ⋮ On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data ⋮ Nonparametric estimation of the hazard function under dependence conditions ⋮ Nonparametric estimation of the maximum hazard under dependence conditions ⋮ Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series ⋮ Estimating some characteristics of the conditional distribution in nonparametric functional models ⋮ ALMOST SURE REPRESENTATIONS OF THE CONDITIONAL HAZARD FUNCTION AND ITS MAXIMUM ESTIMATION UNDER RIGHT-CENSORING AND LEFT-TRUNCATION ⋮ Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data ⋮ Efficient estimation of the mode of continuous multivariate data ⋮ Note on conditional mode estimation for functional dependent data ⋮ Conditional Density Estimation in the Single Functional Index Model for α-Mixing Functional Data ⋮ The law of the iterated logarithm for the multivariate kernel mode estimator ⋮ A recursive kernel estimate of the functional modal regression under ergodic dependence condition ⋮ Nonparametric statistical learning based on modal regression ⋮ Consistency of a nonparametric conditional mode estimator for random fields

Cites Work

• Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
• Nonparametric regression estimation under mixing conditions
• Optimum kernel estimators
• Nonparametric function estimation involving time series
• A local cross-validation algorithm for dependent data
• Mixing: Properties and examples
• Nonparametric time series regression
• A note on prediction via estimation of the conditional mode function
• The functional law of the iterated logarithm for stationary strongly mixing sequences
• A note on density mode estimation
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
• LOCATION OF PARTICULAR POINTS IN NON‐PARAMETRIC REGRESSION ANALYSIS

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