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A fast mode estimator in multidimensional space

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  • Ruzankin, Pavel S.
  • Logachov, Artem V.

Abstract

A nonparametric mode estimator is proposed. For n points sampled from a unimodal distribution in Rd, the estimator has time complexity O(dn), without any pruning of the observations. Consistency and strong consistency of the estimator are proved under certain conditions.

Suggested Citation

  • Ruzankin, Pavel S. & Logachov, Artem V., 2020. "A fast mode estimator in multidimensional space," Statistics & Probability Letters, Elsevier, vol. 158(C).
    • Handle: RePEc:eee:stapro:v:158:y:2020:i:c:s0167715219303165
    DOI: 10.1016/j.spl.2019.108670
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    References listed on IDEAS

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    1. 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.
    2. Bickel, David R. & Fruhwirth, Rudolf, 2006. "On a fast, robust estimator of the mode: Comparisons to other robust estimators with applications," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3500-3530, August.
    3. Bickel, David R., 2002. "Robust estimators of the mode and skewness of continuous data," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 153-163, April.
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