On empirical estimation of mode based on weakly dependent samples

DOI10.1016/J.CSDA.2020.107046MaRDI QIDQ830555zbMATH OpenOpenAlexFDO

Authors Bo Wen Liu, Sujit K. Ghosh

Publication date 7 May 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.107046

zbMATH Keywords

strong consistencyBernstein polynomialsAnderson-Darling testempirical mode estimator

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• On the regularity of the distribution of the maximum of one-parameter Gaussian processes
• Quantile regression approach to conditional mode estimation
• Remarks on Some Nonparametric Estimates of a Density Function
• Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
• Some Direct Estimates of the Mode
• The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail
• Unimodal density estimation using Bernstein polynomials

Cited in

(5)

• Asymptotic properties of Bernstein estimators on the simplex
• Limit behaviour of sample modes for large number of independent random variables
• Revisiting consistency of a recursive estimator of mixing distributions
• Mode estimation for discrete distributions
• Asymptotic properties of Dirichlet kernel density estimators

Describes a project that uses

Uses Software

• R
• LBFGS-B
• BRENT

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