Non-parametric estimation of the conditional mode |
| |
| Authors: | M. Samanta A. Thavaneswaran |
| |
| Affiliation: | Department of Statistics , University of Manitoba , Winnipeg, Manitoba, R3T 2N2 |
| |
| 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. |
| |
| Keywords: | Kernel estimation conditional distribution conditional mode large sample theory |
|
