Limiting law results for a class of conditional mode estimates for functional stationary ergodic data

DOI10.3103/S1066530716030029zbMath1365.60014MaRDI QIDQ2396741

Naâmane Laïb, Mohamed Chaouch, Salim Bouzebda

Publication date: 24 May 2017

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

resamplingstrong consistencyergodic processesfunctional datauniform central limit theoremconditional mode estimationmartingale difference arrayVC-classuniform entropy integral

Mathematics Subject Classification ID

Density estimation (62G07) Martingales with discrete parameter (60G42) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Related Items (10)

Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data ⋮ Real-time estimation for functional stochastic regression models ⋮ Local linear conditional cumulative distribution function with mixing data ⋮ Asymptotic normality of the regression mode in the nonparametric random design model for censored data ⋮ Asymptotic normality of conditional mode estimation for functional dependent data ⋮ Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions ⋮ Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes ⋮ Nonparametric estimation of expectile regression in functional dependent data

Uses Software

• fda (R)

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