A Note on the Nonparametric Estimation of the Conditional Mode by Wavelet Methods

Salim Bouzebda and Christophe Chesneau
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Salim Bouzebda: Alliance Sorbonne Université, L.M.A.C., Université de Technologie de Compiègne, 60159 Compiègne, France
Christophe Chesneau: Department of Mathematics, Université de Caen, LMNO, Campus II, Science 3, 14032 Caen, France

Stats, 2020, vol. 3, issue 4, 1-9

Abstract: The purpose of this note is to introduce and investigate the nonparametric estimation of the conditional mode using wavelet methods. We propose a new linear wavelet estimator for this problem. The estimator is constructed by combining a specific ratio technique and an established wavelet estimation method. We obtain rates of almost sure convergence over compact subsets of R d . A general estimator beyond the wavelet methodology is also proposed, discussing adaptivity within this statistical framework.

Keywords: conditional mode estimation; strong consistency; nonparametric estimation; wavelet estimation (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2020
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