Estimation of the mode

DOI10.1007/BF02868560MaRDI QIDQ2544539zbMATH OpenWikidataFDO

Authors Herman Chernoff

Publication date 1964

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02868560

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05)

Cites work

• scientific article; zbMATH DE number 3144052 (Why is no real title available?)
• On Estimation of a Probability Density Function and Mode
• Remarks on Some Nonparametric Estimates of a Density Function

Cited in

(96)

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• Estimating a concave distribution function from data corrupted with additive noise
• The excess-mass ellipsiod
• Asymptotics for multivariate trimming
• Computing confidence intervals for log-concave densities
• Minimum volume peeling: a robust nonparametric estimator of the multivariate mode
• Some developments in the theory of shape constrained inference
• Limit theory in monotone function estimation
• Nonparametric shape-restricted regression
• A conversation with Jon Wellner
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• Local M-estimation with discontinuous criterion for dependent and limited observations
• The Hough transform estimator
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• The silhouette, concentration functions and ML-density estimation under order restrictions.
• The limiting behavior of a modified maximal symmetric 2s-spacing with applications
• Maximum likelihood estimation of smooth monotone and unimodal densities.
• Least squares estimators of the mode of a unimodal regression function
• Multiscale maximum likelihood analysis of a semiparametric model, with applications.
• A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem
• A note on density mode estimation
• A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
• Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
• On the indirect elicitability of the mode and modal interval
• Coverage of credible intervals in nonparametric monotone regression
• Optimal linear discriminators for the discrete choice model in growing dimensions
• Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression
• Rates and coverage for monotone densities using projection-posterior
• Estimation of the global mode of a density: minimaxity, adaptation, and computational complexity
• A data-adaptive method for estimating density level sets under shape conditions
• Modal clustering asymptotics with applications to bandwidth selection
• On the conditional density estimation for continuous time processes with values in functional spaces
• A fast mode estimator in multidimensional space
• Product-convolution of R-symmetric unimodal distributions: an analogue of Wintner's theorem
• Quantile regression approach to conditional mode estimation
• Confidence sets for the maximizers of intensity functions
• Chernoff's density is log-concave
• Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship
• A general approach to categorizing a continuous scale according to an ordinal outcome
• On mean estimation for heteroscedastic random variables
• Trimmed mean isotonic regression
• Estimation of mode using two-phase sampling
• Estimation of Mode Using Auxiliary Information
• A massive data framework for M-estimators with cubic-rate
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• Asymptotics of stationary points of local simplicial depth in the univariate case
• Estimating monotone convex functions via sequential shape modification
• Estimating modes and isopleths
• Recursive estimation of the mode of a multivariate density
• The asymptotic distributions of kernel estimators of the mode
• Asymptotic theory of Grenander's mode estimator
• Printer graphics for clustering
• General \(M\)-estimation and its bootstrap
• On location mixtures with Pólya frequency components
• The law of the iterated logarithm for the multivariate kernel mode estimator
• Chernoff's distribution and differential equations of parabolic and Airy type
• Estimation of marginal and spectral modes
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
• A Statistical Learning Approach to Modal Regression
• Bayesian mode regression using mixtures of triangular densities
• A comparative simulation study of data-driven methods for estimating density level sets
• Distribution-free tests of stochastic monotonicity
• Regression towards the mode
• Two-sided Brownian motion with quadratic drift and its least concave majorant
• On the bootstrap in cube root asymptotics
• Stochastic Abelian and Tauberian theorems
• Strong uniform consistency of nonparametric estimation of the censored conditional mode function
• Mode regression
• A class of nonparametric mode estimators
• Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
• The Modal Age of Statistics
• Modal non‐linear regression in the presence of Laplace measurement error
• Nonlinear kernel mode‐based regression for dependent data
• Kinetic theory and Lax equations for shock clustering and Burgers turbulence
• Bootstrap-assisted inference for generalized Grenander-type estimators
• A non-classical parameterization for density estimation using sample moments
• Confidence intervals in monotone regression
• Simple estimators of the mixing proportion in a semi-parametric mixture with known component
• Quantile approach to intertemporal consumption with multiple assets
• Mode-based estimation of the center of symmetry
• Modeling heavy-tails with two-piece Burr distributions via conditional values-at-risk
• Generalized C() tests with nonstandard convergence rates
• Sparsity meets correlation in Gaussian sequence model
• Instability, computational efficiency and statistical accuracy
• Regret analysis in threshold policy design
• On the asymptotics of trimmed best \(k\)-nets
• Continuity of the distribution function of the argmax of a Gaussian process
• Bayesian inference on monotone regression quantile: coverage and rate acceleration
• SIMEX estimation in parametric modal regression with measurement error
• On empirical estimation of mode based on weakly dependent samples
• Usage of a pair of \(\mathbf S\)-paths in Bayesian estimation of a unimodal density
• Statistical properties of the Hough transform estimator in the presence of measurement errors
• On a fast, robust estimator of the mode: comparisons to other robust estimators with applications
• Inconsistency of bootstrap: the Grenander estimator
• Fractals with point impact in functional linear regression

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