On the minimisation of \(L^ p\) error in mode estimation

DOI10.1214/AOS/1034713656zbMath0853.62029OpenAlexW1982507776MaRDI QIDQ1922389

Birgit Grund

Publication date: 9 January 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1034713656

zbMATH Keywords

mean square convergencesmoothing parameterdensity estimatorLp-convergencebandwidth choiceempirical approximationexistence of finite variancenonparametric mode estimatorssmoothed bootstrap methods

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items (20)

Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions ⋮ A note on the convergence rate of the kernel density estimator of the mode ⋮ On nonparametric kernel estimation of the mode of the regression function in the random design model ⋮ Confidence sets for the maximizers of intensity functions ⋮ On general consistency in deconvolution mode estimation ⋮ Modal clustering asymptotics with applications to bandwidth selection ⋮ The Modal Age of Statistics ⋮ On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model. ⋮ Asymptotic normality of the regression mode in the nonparametric random design model for censored data ⋮ Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Adaptive estimation of the mode of a multivariate density ⋮ Multiscale inference for a multivariate density with applications to X-ray astronomy ⋮ A kernel mode estimate under random left truncation and time series model: asymptotic normality ⋮ The law of the iterated logarithm for the multivariate kernel mode estimator ⋮ Limit distribution theory for maximum likelihood estimation of a log-concave density ⋮ A new estimate of the mode based on the quantile density ⋮ Moderate deviations for the kernel mode estimator and some applications ⋮ Maximum likelihood estimation of smooth monotone and unimodal densities. ⋮ Least squares estimators of the mode of a unimodal regression function

Cites Work

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• Correcting the negativity of high-order kernel density estimators
• Recursive estimation of the mode of a multivariate distribution
• Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
• On weak convergence and optimality of kernel density estimates of the mode
• Optimum kernel estimators
• Smoothed cross-validation
• Some asymptotics for multimodality tests based on kernel density estimates
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• Bootstrapping the mode
• Bootstrap choice of the smoothing parameter in kernel density estimation
• The asymptotic distributions of kernel estimators of the mode
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Some Direct Estimates of the Mode
• On Estimation of a Probability Density Function and Mode
• Testing for multimodality

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