Asymptotic normality of conditional mode estimation for functional dependent data

Asymptotic normality of conditional mode estimation for functional dependent data

Based on the local polynomial smoother idea, we construct a local linear estimator of the conditional mode for dependent functional covariables. Precisely, observations are assumed to be a sequence of stationary α -mixing random variables. Then, we establish the asymptotic normality of the construct...

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Veröffentlicht in:Indian journal of pure and applied mathematics 2020-06, Vol.51 (2), p.465-481
Hauptverfasser: Bouanani, Oussama, Rahmani, Saâdia, Laksaci, Ali, Rachdi, Mustapha
Format: Artikel
Sprache:eng
Schlagworte:
Applications of Mathematics
Asymptotic properties
Mathematics
Mathematics and Statistics
Normal distribution
Normality
Numerical Analysis
Physical Sciences
Polynomials
Random variables
Science & Technology
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Zusammenfassung:Based on the local polynomial smoother idea, we construct a local linear estimator of the conditional mode for dependent functional covariables. Precisely, observations are assumed to be a sequence of stationary α -mixing random variables. Then, we establish the asymptotic normality of the constructed estimator.
ISSN:0019-5588
0975-7465
DOI:10.1007/s13226-020-0411-y