Normalité asymptotique d'estimateurs convergents du mode conditionnel

Alain Berlinet; Ali Gannoun; Eric Matzner-Løber

doi:10.2307/3315517

Normalité asymptotique d'estimateurs convergents du mode conditionnel

Alain Berlinet
, Ali Gannoun
, Eric Matzner-Løber

University of Montpellier (UMR MiVEGEC)

Research output: Contribution to journal › Article › peer-review

Abstract

We state sufficient conditions for asymptotic normality of convergent estimates of the conditional mode, irrespective of data dependence, and give an application to α-mixing stationary processes.

Original language	French
Pages (from-to)	365-380
Number of pages	16
Journal	Canadian Journal of Statistics
Volume	26
Issue number	2
DOIs	https://doi.org/10.2307/3315517
Publication status	Published - 1 Jan 1998
Externally published	Yes

Access to Document

10.2307/3315517

Cite this

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title = "Normalit{\'e} asymptotique d'estimateurs convergents du mode conditionnel",

abstract = "We state sufficient conditions for asymptotic normality of convergent estimates of the conditional mode, irrespective of data dependence, and give an application to α-mixing stationary processes.",

keywords = "Asymptotic normality, Conditional mode, α-mixing stationary processes",

author = "Alain Berlinet and Ali Gannoun and Eric Matzner-L{\o}ber",

year = "1998",

month = jan,

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doi = "10.2307/3315517",

language = "Fran{\c c}ais",

volume = "26",

pages = "365--380",

journal = "Canadian Journal of Statistics",

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AU - Gannoun, Ali

AU - Matzner-Løber, Eric

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N2 - We state sufficient conditions for asymptotic normality of convergent estimates of the conditional mode, irrespective of data dependence, and give an application to α-mixing stationary processes.

AB - We state sufficient conditions for asymptotic normality of convergent estimates of the conditional mode, irrespective of data dependence, and give an application to α-mixing stationary processes.

KW - Asymptotic normality

KW - Conditional mode

KW - α-mixing stationary processes

U2 - 10.2307/3315517

DO - 10.2307/3315517

M3 - Article

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SN - 0319-5724

VL - 26

SP - 365

EP - 380

JO - Canadian Journal of Statistics

JF - Canadian Journal of Statistics

IS - 2

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