Nonparametric prediction from ergodic samples
Author:
Mounir Arfi
DOI:
10.1080/10485259808832734
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;
Formats available:
PDF
(English)
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Abstract
It is shown that the (empirically determined) mode of the kernel estimate is uniformly (on a compact set) convergent to the conditional mode function under the ergodic condition.
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| Keywords: Kernel density estimate; conditional mode; ergodicity |
| AMS Subject Classifications: 62605; 62M20 |
| view references (16) |

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