Conditional mode regression: Application to functional time series prediction

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We consider $α$-mixing observations and deal with the estimation of the conditional mode of a scalar response variable $Y$ given a random variable $X$ taking values in a semi-metric space. We provide a convergence rate in $L^p$ norm of the estimator. A useful and typical application to functional times series prediction is given.
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Applications, 62G05, 62G08 (Primary) 62G20 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/213846

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0812.4882
 http://arxiv.org/abs/0812.4882

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arXiv