Conditional mode regression: Application to functional time series prediction

Preprint English OPEN
Dabo-Niang, Sophie; Laksaci, Ali;
  • Subject: Statistics - Applications | 62G05, 62G08 (Primary) 62G20 (Secondary)

We consider $\alpha$-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 t... View more
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