Podgórski, Krzysztof; Wallin, Jonas - In: Annals of the Institute of Statistical Mathematics 67 (2015) 1, pp. 19-38
We propose simple estimation of the location parameter for a density that is unbounded at the mode. The estimator maximizes a modified likelihood in which the singular term in the full likelihood is left out, whenever the parameter value approaches a neighborhood of the singularity location. The...
