Non-parametric estimation of the conditional mode |
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| Authors: | M Samanta A Thavaneswaran |
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| Institution: | Department of Statistics , University of Manitoba , Winnipeg, Manitoba, R3T 2N2 |
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| Abstract: | The problem of estimating the mode of a conditional probability density function is considered. It is shown that under some regularity conditions the estimate of the conditional mode obtained by maximizing a kernel estimate of the conditional probability density function is strongly consistent and asymptotically normally distributed. |
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| Keywords: | Kernel estimation conditional distribution conditional mode large sample theory |
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