Regression towards the mode
We propose a semi-parametric mode regression estimator for the case in which the dependent variable has a continuous conditional density with a well-defined global mode. The estimator is semi-parametric in that the conditional mode is specified as a parametric function, but only mild assumptions are made about the nature of the conditional density of interest. We show that the proposed estimator is consistent and has a tractable asymptotic distribution.
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"Regression towards the mode,"
Journal of Econometrics,
Elsevier, vol. 170(1), pages 92-101.
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