Nonparametric Estimation of the Conditional Mode with Errors-In-Variables: Strong Consistency for Mixing Processes

DOI10.1080/10485250212375zbMath1014.62102OpenAlexW2034823525MaRDI QIDQ4805927

Eric Matzner-Løber, Dimitrios Ioannides

Publication date: 13 July 2003

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

Full work available at URL: https://doi.org/10.1080/10485250212375

zbMATH Keywords

alpha-mixingdeconvolutionconditional densityconditional modemeasurement errorsuniform consistency

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)

Related Items (4)

A note on asymptotic normality of convergent estimates of the conditional mode with errors-in-variables ⋮ Accelerated convergence for nonparametric regression with coarsened predictors ⋮ Nonparametric regression with errors-in-all-variables ⋮ Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem

Cites Work

• Unnamed Item
• On the optimal rates of convergence for nonparametric deconvolution problems
• Nonparametric regression with errors in variables
• Nonparametric regression with errors in variables and applications
• A note on prediction via estimation of the conditional mode function
• Multivariate regression estimation with errors-in-variables for stationary processes
• Moment bounds for stationary mixing sequences

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