Conditional mode estimation for functional stationary ergodic data with responses missing at random |
| |
Authors: | Nengxiang Ling Yang Liu Philippe Vieu |
| |
Institution: | 1. School of Mathematics, Hefei University of Technology, Hefei, 230009, People's Republic of China;2. Institut de Mathématiques, Université Paul Sabatier, Toulouse, France |
| |
Abstract: | In this paper, we investigate the asymptotic properties of a non-parametric conditional mode estimation given a functional explanatory variable, when functional stationary ergodic data and missing at random responses are observed. First of all, we establish asymptotic properties for a conditional density estimator from which we derive almost sure convergence (with rate) and asymptotic normality of a conditional mode estimator. This new estimate take into account missing data, and a simulation study is performed to illustrate how this fact allows to get higher predictive performances than those obtained with standard estimates. |
| |
Keywords: | asymptotic properties conditional density conditional mode functional dataanalysis missing at random non-parametric modelling stationary ergodicproperty |
|
|