Kernel estimation of the conditional mode for mixing data
Other Title(s)
تقدير النواة للمنوال المشروط للبيانات الممزوجة
Dissertant
al-Hurani, Sahar Zaki Muhammad
Thesis advisor
Comitee Members
Ahmad, Hazim Ismail al-Shaykh
al-Rifi, Muhammad Ishaq
University
Islamic University
Faculty
Faculty of Science
Department
Department of Mathematics
University Country
Palestine (Gaza Strip)
Degree
Master
Degree Date
2016
English Abstract
We are interested in the area of nonparametric prediction, therefore, we study the relationship between a current observation and previous observations, where the conditional density function plays an important role.
In this thesis, we study the kernel estimation of the conditional probability density function, and the conditional mode function.
We start our study by considering the mode of a sample of identically independent distributed (i.i.d.) data.
Then, we state some sucient conditions under which the kernel estimator of the conditional mode is asymptotically normally distributed.
In addition, we generalize it for the case of -mixing processes by considering addi- tional conditions on the -mixing process to obtain the same asymptotic behaviour in the i.i.d.
case.
Finally, we use the conditional mode estimation in some appli- cations, using local and international real data and simulated data.
the proposal estimator in three studies for simulation and real data proved it is good and eciency estimator by MSE error and correlation coecient.
Main Subjects
No. of Pages
74
Table of Contents
Table of contents.
Abstract.
Abstract in Arabic.
Introduction.
Chapter One : Preliminaries.
Chapter Two : Mode estimation for independent data.
Chapter Three : Conditional mode function estimation under mixing conditions.
Chapter Four : Application.
References.
American Psychological Association (APA)
al-Hurani, Sahar Zaki Muhammad. (2016). Kernel estimation of the conditional mode for mixing data. (Master's theses Theses and Dissertations Master). Islamic University, Palestine (Gaza Strip)
https://search.emarefa.net/detail/BIM-688593
Modern Language Association (MLA)
al-Hurani, Sahar Zaki Muhammad. Kernel estimation of the conditional mode for mixing data. (Master's theses Theses and Dissertations Master). Islamic University. (2016).
https://search.emarefa.net/detail/BIM-688593
American Medical Association (AMA)
al-Hurani, Sahar Zaki Muhammad. (2016). Kernel estimation of the conditional mode for mixing data. (Master's theses Theses and Dissertations Master). Islamic University, Palestine (Gaza Strip)
https://search.emarefa.net/detail/BIM-688593
Language
English
Data Type
Arab Theses
Record ID
BIM-688593
