On kernel mode estimation under RLT and WOD model
Abstract
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.
- Publication:
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arXiv e-prints
- Pub Date:
- December 2024
- DOI:
- arXiv:
- arXiv:2412.07874
- Bibcode:
- 2024arXiv241207874K
- Keywords:
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- Mathematics - Statistics Theory;
- 62G20 (Primary);
- 62G05 (Secondary);
- G.3
- E-Print:
- This manuscript is currently under review at Communication in Statistics: Theory and Methods