On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors

DOI10.1016/j.jspi.2009.07.016zbMath1177.62053OpenAlexW2001578296MaRDI QIDQ1039478

Barbara Wieczorek, Klaus Ziegler

Publication date: 30 November 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.07.016

zbMATH Keywords

kernel estimationnon-smoothnessoptimal rates of convergencemodemixing observations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Wavelet-based estimation of regression function for dependent biased data under a given random design ⋮ The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors ⋮ On general consistency in deconvolution mode estimation ⋮ On the strong uniform consistency of the mode estimator for censored time series ⋮ Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series ⋮ Complete and complete moment convergence for randomly weighted sums ofρ*-mixing random variables and its applications ⋮ On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing ⋮ Kernel estimators of mode under \(\psi\)-weak dependence

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• On the asymptotic properties of a simple estimate of the Mode
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• On Estimation of a Probability Density Function and Mode

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