NONPARAMETRIC PREDICTION FROM ERGODIC SAMPLES

Authors
ARFI M
Citation
M. Arfi, NONPARAMETRIC PREDICTION FROM ERGODIC SAMPLES, Journal of nonparametric statistics, 9(1), 1998, pp. 23-37
Citations number
16
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of nonparametric statistics → ACNP
ISSN journal
10485252
Volume
9
Issue
1
Year of publication
1998
Pages
23 - 37
Database
ISI
SICI code
1048-5252(1998)9:1<23:NPFES>2.0.ZU;2-B
Abstract
It is shown that the (empirically determined) mode of the kernel estim ate is uniformly (on a compact set) convergent to the conditional mode function under the ergodic condition.