Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis

DOI10.1080/10485259908832793zbMath0955.62038OpenAlexW2109564615MaRDI QIDQ4944128

Elias Ould Saïd, Djamal Louani

Publication date: 8 October 2000

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

Full work available at URL: https://doi.org/10.1080/10485259908832793

zbMATH Keywords

predictionasymptotic normalitykernel estimatorssimulationsstrong mixingconditional modeconfidence bands

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (24)

The $k$ nearest neighbors local linear estimator of functional conditional density when there are missing data ⋮ Nonparametric estimation of the conditional mode when the regressor is functional ⋮ Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation ⋮ Local linear conditional cumulative distribution function with mixing data ⋮ Conditional mode estimation for functional stationary ergodic data with responses missing at random ⋮ Kernel conditional density and mode estimation for psi-weakly dependent observations ⋮ Asymptotic normality of conditional mode estimation for functional dependent data ⋮ On the strong uniform consistency of the mode estimator for censored time series ⋮ A strong linear representation for the maximum conditional hazard rate estimator in survival analysis ⋮ ASYMPTOTIC BEHAVIOR OF A KERNEL CONDITIONAL MODE ESTIMATOR FOR LEFT TRUNCATED AND RIGHT CENSORED DATA ⋮ Strong uniform consistency of nonparametric estimation of the censored conditional mode function ⋮ On the conditional density estimation for continuous time processes with values in functional spaces ⋮ Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation ⋮ Functional time series prediction via conditional mode estimation ⋮ Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations ⋮ Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series ⋮ Estimating some characteristics of the conditional distribution in nonparametric functional models ⋮ Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship ⋮ Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data ⋮ Note on conditional mode estimation for functional dependent data ⋮ The law of the iterated logarithm for the multivariate kernel mode estimator ⋮ Nonparametric statistical learning based on modal regression ⋮ Consistency of a nonparametric conditional mode estimator for random fields ⋮ Kernel estimators of mode under \(\psi\)-weak dependence

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