Regression towards the mode

A-Tier
Journal: Journal of Econometrics
Year: 2012
Volume: 170
Issue: 1
Pages: 92-101

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:econom:v:170:y:2012:i:1:p:92-101
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25