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ESTIMATION OF MARGINAL AND SPECTRAL MODES 

Authors: Bernard Bercu a;  Fabrice Gamboa b; Marc Lavielle a
Affiliations:   a Laboratoire de Matheacutematiques, UMR 8628 CNRS, Bacirctiment 425, Universiteacute de Paris-Sud, 91 405 Orsay Cedex, France.
b Laboratoire de Statistiques et de Probabiliteacutes, UMR 5583 CNRS, Universiteacute Paul Sabatier, 118 Route de Narbonne, 31062 Toulouse cedex 4, France.
DOI: 10.1080/10485250213108
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 14, Issue 4 2002 , pages 353 - 366
Number of References: 19
Formats available: PDF (English)
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Abstract

We investigate the asymptotic behaviour of the empirical mode of an i.i.d. sample. We also study the asymptotic properties of the empirical spectral mode of a sample generated by a Gaussian stationary process. The empirical estimators are built using the empirical histogram or the empirical spectrogram, respectively. Under various regularity assumptions, including the case of a singular mode, we compute the optimal window width and study the rate of convergence of our estimates.
Keywords: Histogram; Spectrogram; Mode Estimation
view references (19)
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