Quantile regression approach to conditional mode estimation

DOI10.1214/19-EJS1607zbMath1429.62149arXiv1811.05379OpenAlexW2976777281MaRDI QIDQ2326053

Kengo Kato, Hirofumi Ota, Satoshi Hara

Publication date: 4 October 2019

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

Full work available at URL: https://arxiv.org/abs/1811.05379

zbMATH Keywords

quantile regressionmodal regressionChernoff's distributioncube root asymptotics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics in engineering and industry; control charts (62P30) General nonlinear regression (62J02)

Related Items (7)

On empirical estimation of mode based on weakly dependent samples ⋮ Bootstrap Inference for Quantile-based Modal Regression ⋮ Semiparametric partially linear varying coefficient modal regression ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Modal Principal Component Analysis ⋮ On the robustification of the kernel estimator of the functional modal regression ⋮ Nonparametric statistical learning based on modal regression

Uses Software

• conformalInference

Cites Work

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