Least squares estimators of the mode of a unimodal regression function

DOI10.1214/AOS/1009210684zbMATH Open1012.62044OpenAlexW1582397477MaRDI QIDQ1848877FDOQ1848877

Authors: Jyh-Ming Shoung, Cun-Hui Zhang 

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1009210684

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• The Grenander estimator: A nonasymptotic approach
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• A constrained risk inequality with applications to nonparametric functional estimation
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• On Talagrand's deviation inequalities for product measures
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• Maximum Likelihood Estimation of a Unimodal Density Function
• Adaptive nonparametric peak estimation
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• On the minimisation of \(L^ p\) error in mode estimation

Cited In (14)

• A semi-parametric mode regression with censored data
• Assessing extrema of empirical principal component functions
• On semiparametric mode regression estimation
• Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
• Change-point estimation using shape-restricted regression splines
• Shape restricted additive hazards models: monotone, unimodal, and U-shape hazard functions
• Estimation and inference for minimizer and minimum of convex functions: optimality, adaptivity and uncertainty principles
• Non linear parametric mode regression
• Posterior contraction and credible sets for filaments of regression functions
• On estimation of isotonic piecewise constant signals
• Bayesian mode and maximum estimation and accelerated rates of contraction
• Adaptive risk bounds in unimodal regression
• On optimal estimation of the mode in nonparametric deconvolution problems
• Optimal rates of statistical seriation

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