Regression towards the mode

DOI10.1016/j.jeconom.2012.03.002zbMath1443.62100MaRDI QIDQ528024

Yong-Cai Geng, Sumit K. Garg

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000735

zbMATH Keywords

conditional mode; density estimation; robust regression; normal kernel

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62E20: Asymptotic distribution theory in statistics

Uses Software

• robustbase
• np