Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
Authors:
M'hamed Ezzahrioui a;
Elias Ould-Sa
d a
d a
| Affiliation: | a L.M.P.A. J. Liouville, Universita du Littoral C te d'Opale, Calais, France |
DOI:
10.1080/10485250701541454
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
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.
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| Keywords: asymptotic normality; conditional density function; kernel estimator; functional data; small balls probability |
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te d'Opale, Calais, France
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