Conditional mode regression: Application to functional time series prediction

Sophie Dabo-Niang; Ali Laksaci

Conditional mode regression: Application to functional time series prediction

Applications 2008-12-31 v1

Authors: Sophie Dabo-Niang , Ali Laksaci

Abstract

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 typical application to functional times series prediction is given.

Keywords

nonparametric regression time series forecasting functional data analysis

Cite

@article{arxiv.0812.4882,
  title  = {Conditional mode regression: Application to functional time series prediction},
  author = {Sophie Dabo-Niang and Ali Laksaci},
  journal= {arXiv preprint arXiv:0812.4882},
  year   = {2008}
}

Comments

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Conditional mode regression: Application to functional time series prediction

Abstract

Keywords

Cite

Comments

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