Statistics/Probability Theory
Asymptotic properties of the kernel estimator of the conditional mode for the left truncated model
[Propriétés asymptotiques de l'estimateur à noyau du mode conditionnel pour un modèle tronqué à gauche]
Comptes Rendus. Mathématique, Tome 344 (2007) no. 10, pp. 651-656.

Dans cette Note nous proposons un estimateur non paramétrique de la fonction mode conditionnel, lorsque la variable d'intérêt est assujettie à une troncature aléatoire à gauche. Nous établissons dans un premier temps la convergence uniforme presque sûre de l'estimateur ainsi que sa vitesse, puis nous en donnons la normalité asymptotique.

In this Note we propose a non-parametric kernel estimator of the conditional mode function, when the variable of interest is subject to random left-truncation. We establish the rate of the strong uniform consistency of the estimate as well as its asymptotic normality.

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DOI : 10.1016/j.crma.2007.03.023
Ould-Saïd, Elias 1 ; Tatachak, Abdelkader 2

1 L.M.P.A. J. Liouville, Université du littoral côte d'opale, BP 699, 62228 Calais, France
2 Laboratoire M.S.T.D, U.S.T.H.B, faculté de mathématiques, BP 32, El-Alia, 16111, Algeria
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Ould-Saïd, Elias; Tatachak, Abdelkader. Asymptotic properties of the kernel estimator of the conditional mode for the left truncated model. Comptes Rendus. Mathématique, Tome 344 (2007) no. 10, pp. 651-656. doi : 10.1016/j.crma.2007.03.023. http://www.numdam.org/articles/10.1016/j.crma.2007.03.023/

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