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A new estimate of the mode based on the quantile density

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  • Futschik, A.

Abstract

We propose a new mode estimate that is based on the quantile density. For second-order kernels and under general conditions its performance is asymptotically equivalent to that achieved by the classical approach using kernel density estimates. This is no longer the case for higher-order kernels. It then depends on the local behavior of f near the mode, which of the estimates is asymptotically favorable.

Suggested Citation

  • Futschik, A., 1999. "A new estimate of the mode based on the quantile density," Statistics & Probability Letters, Elsevier, vol. 43(2), pages 145-152, June.
    • Handle: RePEc:eee:stapro:v:43:y:1999:i:2:p:145-152
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    References listed on IDEAS

    as
    1. Falk, Michael, 1986. "On the estimation of the quantile density function," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 69-73, March.
    2. M. Jones, 1992. "Estimating densities, quantiles, quantile densities and density quantiles," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(4), pages 721-727, December.
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