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arXiv 0812.4882stat.AP
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Conditional mode regression: Application to functional time series prediction

Sophie Dabo-Niang, Ali Laksaci

英文摘要:

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.

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