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Simple estimation of the mode of a multivariate density
Authors:Christophe Abraham  Grard Biau  Benoît Cadre
Institution:Christophe Abraham,Gérard Biau,Benoît Cadre
Abstract:The authors consider an estimate of the mode of a multivariate probability density using a kernel estimate drawn from a random sample. The estimate is defined by maximizing the kernel estimate over the set of sample values. The authors show that this estimate is strongly consistent and give an almost sure rate of convergence. This rate depends on the sharpness of the density near the true mode, which is measured by a peak index.
Keywords:Kernel estimate  Mode  multivariate probability density  rate of convergence
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