Regression towards the mode

DOI10.1016/j.jeconom.2012.03.002zbMath1443.62100OpenAlexW2096874911MaRDI QIDQ528024

Yong-Cai Geng, Sumit K. Garg

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000735

zbMATH Keywords

conditional modedensity estimationrobust regressionnormal kernel

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

Related Items

Variable selection for mode regression, SIMEX estimation in parametric modal regression with measurement error, A Statistical Learning Approach to Modal Regression, Event count estimation, The Burr XII quantile regression for salary-performance models with applications in the sports economy, Modal non‐linear regression in the presence of Laplace measurement error, Bootstrap Inference for Quantile-based Modal Regression, Semiparametric partially linear varying coefficient modal regression, Geometry of EM and related iterative algorithms, Robust variable selection for nonlinear models with diverging number of parameters, Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes, Robust linear regression: A review and comparison, Bayesian mode regression using mixtures of triangular densities, Regression towards the mode, Regularized modal regression with data-dependent hypothesis spaces, Modal Principal Component Analysis, Modal linear regression models with additive distortion measurement errors, Information geometry of modal linear regression, Quantile regression approach to conditional mode estimation, Nonparametric statistical learning based on modal regression

Uses Software

• robustbase
• np

Cites Work

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