Some Direct Estimates of the Mode

Ulf Grenander

doi:10.1214/aoms/1177700277

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Home > Journals > Ann. Math. Statist. > Volume 36 > Issue 1 > Article

February, 1965 Some Direct Estimates of the Mode

Ulf Grenander

Ann. Math. Statist. 36(1): 131-138 (February, 1965). DOI: 10.1214/aoms/1177700277

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Abstract

Consider absolutely continuous unimodel distributions on the real line. A class of estimates is proposed for estimating the mode of the probability distribution. The large sample behavior is studied, and it is found that in the case of main interest the estimates are not even consistent. To remedy this a modification is suggested and it is shown that the new estimates are consistent.