In this paper, we consider nonparametric least squares estimators
of the mode of an unknown unimodal regression function. We establish almost
sure convergence of these estimators with nearly optimal convergence rates,
under the assumption of the exponential tail for the error distributions.
Publié le : 2001-06-14
Classification:
Least squares estimation,
mode,
nonparametric regression,
convergence rate,
62G08,
62G05
@article{1009210684,
author = {Shoung, Jyh-Ming and Zhang, Cun-Hui},
title = {Least squares estimators of the mode of a unimodal regression
function},
journal = {Ann. Statist.},
volume = {29},
number = {2},
year = {2001},
pages = { 648-665},
language = {en},
url = {http://dml.mathdoc.fr/item/1009210684}
}
Shoung, Jyh-Ming; Zhang, Cun-Hui. Least squares estimators of the mode of a unimodal regression
function. Ann. Statist., Tome 29 (2001) no. 2, pp. 648-665. http://gdmltest.u-ga.fr/item/1009210684/