Abstract
We consider a simple estimator of the density mode using the frequency polygon estimate. We investigate strong consistency of the estimator for strong mixing sequence of real variables under mild assumptions. We study the almost sure rate of convergence and we show that the estimator can achieve optimal almost sure rates of convergence for appropriate choices of the bin widths. The asymptotic normality of the simple estimator is given and a simulation study is performed. Our asymptotic results are obtained without any differentiability condition assumed on the density around the mode.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
