Conditional mode estimation for functional stationary ergodic data with responses missing at random. Issue 5 (2nd September 2016)

• Record Type: Journal Article
• Authors: Ling, Nengxiang; Liu, Yang; Vieu, Philippe
• Is Part Of: Statistics. Volume 50:Issue 5(2016)
• Page Start: 991
• Page End: 1013
• Publication Date: 2016-09-02
• Subjects: asymptotic properties -- conditional density -- conditional mode -- functional dataanalysis -- missing at random -- non-parametric modelling -- stationary ergodicproperty; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2015.1122012
• Languages: English
• ISSNs: 0233-1888

Abstract

Abstract : In this paper, we investigate the asymptotic properties of a non-parametric conditional mode estimation given a functional explanatory variable, when functional stationary ergodic data and missing at random responses are observed. First of all, we establish asymptotic properties for a conditional density estimator from which we derive almost sure convergence (with rate) and asymptotic normality of a conditional mode estimator. This new estimate take into account missing data, and a simulation study is performed to illustrate how this fact allows to get higher predictive performances than those obtained with standard estimates.