A note on asymptotic normality of convergent estimates of the conditional mode with errors-in-variables
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Publication:4831090
DOI10.1080/10485250310001622631zbMath1076.62032OpenAlexW2090034264MaRDI QIDQ4831090
Eric Matzner-Løber, Dimitris Ioannides
Publication date: 20 December 2004
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250310001622631
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Cites Work
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
- On the optimal rates of convergence for nonparametric deconvolution problems
- Nonparametric regression with errors in variables and applications
- Deconvolving kernel density estimators
- Moment inequalities for mixing sequences of random variables
- Normalité asymptotique d'estimateurs convergents du mode conditionnel
- Nonparametric Estimation of the Conditional Mode with Errors-In-Variables: Strong Consistency for Mixing Processes