Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data

被引:53
作者
Ezzahrioui, M'hamed [1 ]
Ould-Said, Elias [1 ]
机构
[1] Univ Littoral Cote dOpale, LMPA J Liouville, Calais, France
关键词
asymptotic normality; conditional density function; kernel estimator; functional data; small balls probability;
D O I
10.1080/10485250701541454
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the estimation of the conditional mode function when the covariables take values in some abstract function space. It is shown that, under some regularity conditions, the kernel estimate of the conditional mode is asymptotically normally distributed. From this, we derive the asymptotic normality of a predictor and propose confidence bands for the conditional mode function. Simulations are drawn to show how our methodology can be implemented. We consider the estimation of the conditional mode function when the covariables take values in some abstract function space. It is shown that, under some regularity conditions, the kernel estimate of the conditional mode is asymptotically normally distributed. From this, we derive the asymptotic normality of a predictor and propose confidence bands for the conditional mode function. Simulations are drawn to show how our methodology can be implemented.
引用
收藏
页码:3 / 18
页数:16
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