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A recursive kernel estimate of the functional modal regression under ergodic dependence condition
Journal article   Peer reviewed

A recursive kernel estimate of the functional modal regression under ergodic dependence condition

Fatima Zohra Ardjoun, Larbi Ait Hennani and Ali Laksaci
Journal of statistical theory and practice, Vol.10(3), pp.475-496
02/07/2016

Abstract

conditional distribution conditional mode ergodic condition Functional data recursive estimation
In this article, we consider an alternative estimator of the conditional mode when the explanatory variable takes values in a semimetric space. This alternative estimate is based in a recursive kernel method. Under the ergodicity hypothesis, we quantify the asymptotic properties of this estimate, by giving the almost complete convergence rate. The asymptotic normality of this estimate is also given. Our approach is illustrated by a real data application.

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