JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2026, Vol. 61 ›› Issue (9): 1-13.doi: 10.6040/j.issn.1671-9352.0.2025.255

   

Kernel-based estimation for threshold modal regression model

WANG Xiaogang, ZHU Qingjun, SHI Yating   

  1. School of Mathematics and Information Science, North Minzu University, Yinchuan 750021, Ningxia, China
  • Published:2026-09-30

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Abstract: For the threshold modal regression model, effective estimate of the threshold location is constructed using the kernel-based method, and the large-sample properties of the threshold location estimation are established, thereby overcoming the limitations of grid search and linearization techniques. The effectiveness and robustness of the estimation are verified by numerical simulations. An empirical analysis based on the income of urban households shows that income is positively correlated with the education level, and there is a threshold around the undergraduate education level.

Key words: threshold, modal regression model, kernel function, large sample property

CLC Number: 

  • O212
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