A Note on the Nonparametric Estimation of the Conditional Mode by Wavelet Methods
The purpose of this note is to introduce and investigate the nonparametric estimation of the conditional mode using wavelet methods. We propose a new linear wavelet estimator for this problem. The estimator is constructed by combining a specific ratio technique and an established wavelet estimation...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-10-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/3/4/30 |
| Summary: | The purpose of this note is to introduce and investigate the nonparametric estimation of the conditional mode using wavelet methods. We propose a new linear wavelet estimator for this problem. The estimator is constructed by combining a specific ratio technique and an established wavelet estimation method. We obtain rates of almost sure convergence over compact subsets of <inline-formula><math display="inline"><semantics><msup><mi mathvariant="double-struck">R</mi><mi>d</mi></msup></semantics></math></inline-formula>. A general estimator beyond the wavelet methodology is also proposed, discussing adaptivity within this statistical framework. |
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| ISSN: | 2571-905X |