IDEAS home Printed from https://ideas.repec.org/a/bpj/strimo/v18y2000i4p413-428n4.html
   My bibliography  Save this article

Strong Limiting Behavior Of Two Estimates Of The Mode : The Shorth And The Naive Estimator

Author

Listed:
  • Leclerc J.

Abstract

No abstract is available for this item.

Suggested Citation

  • Leclerc J., 2000. "Strong Limiting Behavior Of Two Estimates Of The Mode : The Shorth And The Naive Estimator," Statistics & Risk Modeling, De Gruyter, vol. 18(4), pages 413-428, April.
    • Handle: RePEc:bpj:strimo:v:18:y:2000:i:4:p:413-428:n:4
    DOI: 10.1524/strm.2000.18.4.413
    as

    Download full text from publisher

    File URL: https://doi.org/10.1524/strm.2000.18.4.413
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.
    File URL: https://libkey.io/10.1524/strm.2000.18.4.413?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Vieu, Philippe, 1996. "A note on density mode estimation," Statistics & Probability Letters, Elsevier, vol. 26(4), pages 297-307, March.
    2. Einmahl, J. H. & Mason, D. M., 1988. "Strong limit theorems for weighted quantile processes," Other publications TiSEM 4bbe972d-b641-42a4-b2b8-0, Tilburg University, School of Economics and Management.
    3. P.J. Rousseeuw & A.M. Leroy, 1988. "A robust scale estimator based on the shortest half," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 42(2), pages 103-116, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Han-Ying Liang & Jacobo Uña-Álvarez, 2010. "Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 72(1), pages 1-19, July.
    2. Jérôme Lahaye & Christopher Neely, 2020. "The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 410-427, April.
    3. Rachdi, Mustapha & Sabre, Rachid, 2000. "Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 105-114, April.
    4. Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013. "Econometric modeling of exchange rate volatility and jumps," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 16, pages 373-427, Edward Elgar Publishing.
    5. Ouafae Benrabah & Elias Ould Saïd & Abdelkader Tatachak, 2015. "A kernel mode estimate under random left truncation and time series model: asymptotic normality," Statistical Papers, Springer, vol. 56(3), pages 887-910, August.
    6. Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle, 2014. "The intra-day impact of communication on euro-dollar volatility and jumps," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 131-154.
    7. José E. Chacón, 2020. "The Modal Age of Statistics," International Statistical Review, International Statistical Institute, vol. 88(1), pages 122-141, April.
    8. de Valk, Cees, 2016. "A large deviations approach to the statistics of extreme events," Other publications TiSEM 117b3ba0-0e40-4277-b25e-d, Tilburg University, School of Economics and Management.
    9. Eunju Hwang & Dong Shin, 2016. "Kernel estimators of mode under $$\psi $$ ψ -weak dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(2), pages 301-327, April.
    10. YI, Chae-Deug, 2023. "Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance," Finance Research Letters, Elsevier, vol. 55(PA).
    11. Gather, Ursula & Schultze, Verena, 1997. "Robust extimation of scale of an exponential distribution," Technical Reports 1997,08, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    12. Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J., 2015. "Which continuous-time model is most appropriate for exchange rates?," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 256-268.
    13. Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael, 2015. "Estimating the price impact of trades in a high-frequency microstructure model with jumps," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 205-224.
    14. Hsu, Chih-Yuan & Wu, Tiee-Jian, 2013. "Efficient estimation of the mode of continuous multivariate data," Computational Statistics & Data Analysis, Elsevier, vol. 63(C), pages 148-159.
    15. Boudt, Kris & Croux, Christophe & Laurent, Sébastien, 2011. "Robust estimation of intraweek periodicity in volatility and jump detection," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 353-367, March.
    16. Fried, Roland & Gather, Ursula, 2007. "On rank tests for shift detection in time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 221-233, September.
    17. A. Quintela-Del-Río & Ph. Vieu, 1997. "A nonparametric conditional mode estimate," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 8(3), pages 253-266, September.
    18. Olive, David J., 2007. "Prediction intervals for regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3115-3122, March.
    19. Fried, Roland H., 2003. "Robust filtering of time series with trends," Technical Reports 2003,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    20. Horová Ivana & Vieu Philippe & Zelinka Jiří, 2002. "Optimal Choice Of Nonparametric Estimates Of A Density And Of Its Derivatives," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 355-378, April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:strimo:v:18:y:2000:i:4:p:413-428:n:4. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.