Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147746 | Journal of Statistical Planning and Inference | 2011 | 11 Pages |
Abstract
This paper addresses the problem of estimating the mode of a density function based on contaminated data. Unlike conventional methods, which are based on localizing the maximum of a density estimator, we introduce a procedure which requires computation of the maximum among finitely many quantities only. We show that our estimator is strongly consistent under very weak conditions, where not even continuity of the density at the mode is required; moreover, we show that the estimator achieves optimal convergence rates under common smoothness and sharpness constraints. Some numerical simulations are provided.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Alexander Meister,