On kernel mode estimation under RLT and WOD model

Autor: Alem, Mohamed Kaber El, Guessoum, Zohra, Tatachak, Abdelkader
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: Let $(X_N)_{N\geq 1}$ denote a sequence of real random variables and let $\vartheta$ be the mode of the random variable of interest $X$. In this paper, we study the kernel mode estimator (say) $\vartheta_n$ when the data are widely orthant dependent (WOD) and subject to Random Left Truncation (RLT) mechanism. We establish the uniform consistency rate of the density estimator (say) $f_n$ of the underlying density $f$ as well as the almost sure convergence rate of $\vartheta_n$. The performance of the estimators are illustrated via some simulation studies and applied on a real dataset of car brake pads.
Comment: This manuscript is currently under review at Statistical Papers
Databáze: arXiv