Abstract
Based on the local polynomial smoother idea, we construct a local linear estimator of the conditional mode for dependent functional covariables. Precisely, observations are assumed to be a sequence of stationary α-mixing random variables. Then, we establish the asymptotic normality of the constructed estimator.
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Acknowledgement
The authors would like to thank the Associate-Editor and the anonymous reviewers for their valuable comments and suggestions which improved substantially the quality of this paper. Moreover, authors are very grateful to the Deanship of Scientific Research at King Khalid University, Kingdom of Saudi Arabia for their administrative and technical support and for funding this work through research groups program under the project number R.G.P.2/68/41.
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Bouanani, O., Rahmani, S., Laksaci, A. et al. Asymptotic normality of conditional mode estimation for functional dependent data. Indian J Pure Appl Math 51, 465–481 (2020). https://doi.org/10.1007/s13226-020-0411-y
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DOI: https://doi.org/10.1007/s13226-020-0411-y