Non-parametric estimation of the conditional mode

DOI10.1080/03610929008830455zbMath0732.62037OpenAlexW1995620735MaRDI QIDQ3358060

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Publication date: 1990

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830455

zbMATH Keywords

conditional probability densityconditional modekernel estimatelarge sample theorystrongly consistentasymptotically normally

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (28)

A Statistical Learning Approach to Modal Regression ⋮ MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES ⋮ Asymptotic properties of the kernel mode estimator under twice censorship model ⋮ Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation ⋮ Asymptotic properties of the kernel estimator of the conditional mode for the left truncated model ⋮ The Modal Age of Statistics ⋮ Conditional mode estimation for functional stationary ergodic data with responses missing at random ⋮ Asymptotic normality of the regression mode in the nonparametric random design model for censored data ⋮ Kernel conditional density and mode estimation for psi-weakly dependent observations ⋮ On the strong uniform consistency of the mode estimator for censored time series ⋮ Non linear parametric mode regression ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Strong uniform consistency of nonparametric estimation of the censored conditional mode function ⋮ Bayesian mode regression using mixtures of triangular densities ⋮ On Semiparametric Mode Regression Estimation ⋮ Regression towards the mode ⋮ On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data ⋮ Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations ⋮ On pointwise laws of iterated logarithm for estimators of certain conditional functionals ⋮ Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series ⋮ Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis ⋮ Unnamed Item ⋮ Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship ⋮ ALMOST SURE REPRESENTATIONS OF THE CONDITIONAL HAZARD FUNCTION AND ITS MAXIMUM ESTIMATION UNDER RIGHT-CENSORING AND LEFT-TRUNCATION ⋮ Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data ⋮ The law of the iterated logarithm for the multivariate kernel mode estimator ⋮ On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring ⋮ Kernel estimators of mode under \(\psi\)-weak dependence

Cites Work

• Estimation of a multivariate density
• On the Deviations of the Empiric Distribution Function of Vector Chance Variables
• On the rate of convergence of recursive kernel estimates of probability densities
• On the Integral Mean Square Error of Some Nonparametric Estimates for the Density Function
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• On Estimation of a Probability Density Function and Mode

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