Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Vieu, Philippe, 1996. "A note on density mode estimation," Statistics & Probability Letters, Elsevier, vol. 26(4), pages 297-307, March.
- Liebscher E., 2001. "Estimation Of The Density And The Regression Function Under Mixing Conditions," Statistics & Risk Modeling, De Gruyter, vol. 19(1), pages 9-26, January.
- Joseph Romano, 1988. "Bootstrapping the mode," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(3), pages 565-586, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ouafae Benrabah & Elias Ould Saïd & Abdelkader Tatachak, 2015. "A kernel mode estimate under random left truncation and time series model: asymptotic normality," Statistical Papers, Springer, vol. 56(3), pages 887-910, August.
- Jan Beran & Klaus Telkmann, 2021. "On inference for modes under long memory," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 429-455, June.
- Shi, Xiaoping & Wu, Yuehua & Miao, Baiqi, 2009. "A note on the convergence rate of the kernel density estimator of the mode," Statistics & Probability Letters, Elsevier, vol. 79(17), pages 1866-1871, September.
- Salim Bouzebda & Mohamed Chaouch & Sultana Didi Biha, 2022. "Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(4), pages 737-771, August.
- Eunju Hwang & Dong Shin, 2016. "Kernel estimators of mode under $$\psi $$ ψ -weak dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(2), pages 301-327, April.
- Obereder, Andreas & Scherzer, Otmar & Kovac, Arne, 2007. "Bivariate density estimation using BV regularisation," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5622-5634, August.
- Salah Khardani & Mohamed Lemdani & Elias Ould Saïd, 2012. "On the strong uniform consistency of the mode estimator for censored time series," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(2), pages 229-241, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dabo-Niang, Sophie & Francq, Christian & Zakoïan, Jean-Michel, 2010.
"Combining Nonparametric and Optimal Linear Time Series Predictions,"
Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1554-1565.
- Sophie DABO-NIANG & Christian FRANCQ & Jean-Michel ZAKOIAN, 2009. "Combining Nonparametric and Optimal Linear Time Series Predictions," Working Papers 2009-18, Center for Research in Economics and Statistics.
- Liebscher, Eckhard, 2003. "Strong convergence of estimators in nonlinear autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 247-261, February.
- Eunju Hwang & Dong Shin, 2016. "Kernel estimators of mode under $$\psi $$ ψ -weak dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(2), pages 301-327, April.
- Hsu, Chih-Yuan & Wu, Tiee-Jian, 2013. "Efficient estimation of the mode of continuous multivariate data," Computational Statistics & Data Analysis, Elsevier, vol. 63(C), pages 148-159.
- Efstathios Paparoditis & Dimitris Politis, 2000. "The Local Bootstrap for Kernel Estimators under General Dependence Conditions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(1), pages 139-159, March.
- Junke Kou & Youming Liu, 2018. "Wavelet regression estimations with strong mixing data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 667-688, December.
- Ai-Ai Liu & Han-Ying Liang, 2017. "Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models," Statistical Papers, Springer, vol. 58(1), pages 95-122, March.
- Jing Wang, 2012. "Modelling time trend via spline confidence band," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 275-301, April.
- Horová Ivana & Vieu Philippe & Zelinka Jiří, 2002. "Optimal Choice Of Nonparametric Estimates Of A Density And Of Its Derivatives," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 355-378, April.
- Kunhui Zhang & Yen-Chi Chen, 2021. "Refined Mode-Clustering via the Gradient of Slope," Stats, MDPI, vol. 4(2), pages 1-23, June.
- Dabo-Niang, Sophie & Francq, Christian & Zakoian, Jean-Michel, 2009. "Combining parametric and nonparametric approaches for more efficient time series prediction," MPRA Paper 16893, University Library of Munich, Germany.
- Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, September.
- Jan Beran & Klaus Telkmann, 2021. "On inference for modes under long memory," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 429-455, June.
- Han-Ying Liang & Jacobo Uña-Álvarez & María Iglesias-Pérez, 2012. "Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 790-810, December.
- Liang, Han-Ying & Peng, Liang, 2010. "Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1043-1054, May.
- Chesneau, Christophe & Fadili, Jalal & Maillot, Bertrand, 2015. "Adaptive estimation of an additive regression function from weakly dependent data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 77-94.
- Liang, Han-Ying & de Ua-lvarez, Jacobo, 2009. "A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1219-1231, July.
- Ziegler Klaus, 2006. "On local bootstrap bandwidth choice in kernel density estimation," Statistics & Risk Modeling, De Gruyter, vol. 24(2), pages 291-301, December.
- Liang, Han-Ying & de Uña-Álvarez, Jacobo, 2011. "Wavelet estimation of conditional density with truncated, censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 448-467, March.
- Han-Ying Liang & Jacobo Uña-Álvarez, 2010. "Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 72(1), pages 1-19, July.
More about this item
Keywords
Nonparametric curve estimation Mode Kernel smoothing Rates of consistency Nonsmooth curves;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:68:y:2004:i:4:p:359-368. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.