On the strong uniform consistency of a conditional mode estimator for randomly left truncated time series
| dc.contributor.author | Abdelkader Tatachak | |
| dc.contributor.author | Elias Ould Sa¨ıd | |
| dc.date.accessioned | 2017-05-03T09:37:02Z | |
| dc.date.available | 2017-05-03T09:37:02Z | |
| dc.date.issued | 2010-08-02 | |
| dc.description.abstract | <p>Let (YN) N≥1 denote a sequence of random variables of interest and (XN) N≥1 be a sequence of Rd-valued covariates. Let denote the conditional mode of Y given X= x. In the present paper, we study a kernel conditional mode estimator (say) of the conditional mode of a randomly left truncated variable Y. Given a sample (Xi, Yi), 1 ≤ i ≤ n (n ≤ N), of truncated replicates of (X, Y), which fulfill the well-known α mixing condition, the goal is to establish the strong uniform consistency of the proposed estimator as well as the convergence rate.<br /> Key words: Kernel conditional mode estimator, Lynden-Bell estimator, random left-truncation model, strong mixing condition, uniform almost sure convergence.<br /> 2000 MSC: 62G05, 62G07, 62G20</p> | en |
| dc.description.abstract | <p>Let (YN) N≥1 denote a sequence of random variables of interest and (XN) N≥1 be a sequence of Rd-valued covariates. Let denote the conditional mode of Y given X= x. In the present paper, we study a kernel conditional mode estimator (say) of the conditional mode of a randomly left truncated variable Y. Given a sample (Xi, Yi), 1 ≤ i ≤ n (n ≤ N), of truncated replicates of (X, Y), which fulfill the well-known α mixing condition, the goal is to establish the strong uniform consistency of the proposed estimator as well as the convergence rate.<br /> Key words: Kernel conditional mode estimator, Lynden-Bell estimator, random left-truncation model, strong mixing condition, uniform almost sure convergence.<br /> 2000 MSC: 62G05, 62G07, 62G20</p> | ar |
| dc.identifier.uri | https://hdl.handle.net/20.500.11888/9586 | |
| dc.title | On the strong uniform consistency of a conditional mode estimator for randomly left truncated time series | en |
| dc.title | On the strong uniform consistency of a conditional mode estimator for randomly left truncated time series | ar |
| dc.type | Other |
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