A class of nonparametric mode estimators

Pavel S. Ruzankin

Research output: Contribution to journal › Article › peer-review

Abstract

A class of nonparametric mode estimators is proposed. While the widely applied half sample mode estimators use the diameter of a set as the “measure of concentration”, the proposed estimators use for it some types of “variance measures”. In some cases, the new estimators perform better than half sample mode and half range mode estimators. Strong consistency is proved for an estimator from the class.

Original languageEnglish
Number of pages14
JournalCommunications in Statistics: Simulation and Computation
DOIs
Publication statusPublished - 22 Jan 2020

Keywords

  • Fraction-of-sample mode
  • Half sample mode
  • Nonparametric mode estimator
  • ROBUST ESTIMATORS
  • DENSITY-FUNCTION
  • MULTIVARIATE
  • CONVERGENCE
  • EFFICIENT ESTIMATION

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