On empirical estimation of mode based on weakly dependent samples

DOI10.1016/J.CSDA.2020.107046OpenAlexW3044147937MaRDI QIDQ830555FDOQ830555

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

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zbMATH Keywords

strong consistencyBernstein polynomialsAnderson-Darling testempirical mode estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Introduction to empirical processes and semiparametric inference
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• A Limited Memory Algorithm for Bound Constrained Optimization
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• Remarks on Some Nonparametric Estimates of a Density Function
• On Estimation of a Probability Density Function and Mode
• Unimodal density estimation using Bernstein polynomials
• Multivariate density estimation. Theory, practice, and visualization
• Microeconometrics
• Basic properties of strong mixing conditions. A survey and some open questions
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• On Non-Parametric Estimates of Density Functions and Regression Curves
• Estimation of the mode
• Application of Bernstein polynomials for smooth estimation of a distribution and density function
• Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
• Title not available (Why is that?)
• Nonparametric modal regression
• Quantile regression approach to conditional mode estimation
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• Maximum Likelihood Estimation of a Unimodal Density Function
• Some Direct Estimates of the Mode
• On Estimation of the Mode
• On the regularity of the distribution of the maximum of one-parameter Gaussian processes
• The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail
• A Statistical Learning Approach to Modal Regression
• Kernel density estimation for dynamical systems
• A Note on the Estimation of the Mode

Cited In (5)

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

Uses Software

• R
• LBFGS-B
• BRENT

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