Bandwidth selection for nonparametric modal regression

Abstract

In the context of estimating local modes of a conditional density based on kernel density estimators, we show that existing bandwidth selection methods developed for kernel density estimation are unsuitable for mode estimation. We propose two methods to select bandwidths tailored for mode estimation in the regression setting. Numerical studies using synthetic data and a real-life data set are carried out to demonstrate the performance of the proposed methods in comparison with several well received bandwidth selection methods for density estimation.