Abstract
In this paper, we consider nonparametric least squares estimators of the mode of an unknown unimodal regression function. We establish almost sure convergence of these estimators with nearly optimal convergence rates, under the assumption of the exponential tail for the error distributions.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 648-665 |
| Number of pages | 18 |
| Journal | Annals of Statistics |
| Volume | 29 |
| Issue number | 3 |
| DOIs | |
| State | Published - Jun 2001 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
Keywords
- Convergence rate
- Least squares estimation
- Mode
- Nonparametric regression