On weak convergence and optimality of kernel density estimates of the mode (Q1111285)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On weak convergence and optimality of kernel density estimates of the mode |
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On weak convergence and optimality of kernel density estimates of the mode (English)
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1988
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The problem of estimating the mode of a probability density via kernel density estimation is studied. The consistency of the estimate and weak convergence results are proved. A wide discussion concerning assumptions on the kernel and bandwidth are given. Asymptotic minimax risk lower bounds are obtained for estimators of the mode and kernel density estimators of the mode are shown to possess a certain optimal local asymptotic minimax risk property. Bootstrapping of the sampling distribution of the estimates is also discussed.
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rates of convergence
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consistency
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weak convergence results
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bandwidth
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Asymptotic minimax risk
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lower bounds
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estimators of the mode
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kernel density estimators
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Bootstrapping
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