Note on conditional mode estimation for functional dependent data

DABO-NIANG, SOPHIE; Labo. EQUIPPE, Maison De Recherche, Univ. Lille3, Villeneuve D’Ascq Cedex Lille
We consider α-mixing observations and deal with the estimation of the conditional mode of a scalar response variable Y given a random variable X taking values in a semi-metric space. We provide a convergence rate in Lp norm of the estimator.