Modal Regression using Kernel Density Estimation: a Review

Yen-Chi Chen

Papers from arXiv.org

Abstract: We review recent advances in modal regression studies using kernel density estimation. Modal regression is an alternative approach for investigating relationship between a response variable and its covariates. Specifically, modal regression summarizes the interactions between the response variable and covariates using the conditional mode or local modes. We first describe the underlying model of modal regression and its estimators based on kernel density estimation. We then review the asymptotic properties of the estimators and strategies for choosing the smoothing bandwidth. We also discuss useful algorithms and similar alternative approaches for modal regression, and propose future direction in this field.

Date: 2017-10, Revised 2017-12
New Economics Papers: this item is included in nep-cta and nep-ecm
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