Table for the asymptotic distribution of univariate mode estimators

1 October 1989

journal article
research article
Published by Taylor & Francis in Journal of Statistical Computation and Simulation

Vol. 33 (1) , 37-51
https://doi.org/10.1080/00949658908811185

Abstract

Previous theoretical studies have connected the asymptotic distribution of various univariate mode estimators to the distribution of the location of the minimum/maximum of the two—sided Wiener—Levy process with square drift. In this paper, an empirical distribution for the latter is obtained through simulation. The tabulated probabilities of this distribution are useful in making inferences about the mode. Illustrative examples of confidence intervals for the mode are provided using real data

Keywords

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