Is the mode elicitable relative to unimodal distributions?
Not on the map. Why?
Abstract (arXiv)
Statistical functionals are called elicitable if there exists a loss or scoring function under which the functional is the optimal point forecast in expectation. While the mean and quantiles are elicitable, it has been shown in Heinrich (2014) that the mode cannot be elicited if the true distribution can follow any Lebesgue density. We strengthen this result substantially, showing that the mode cannot be elicited if the true distribution is any distribution with continuous Lebesgue density and unique local maximum. Likewise, the mode fails to be identifiable relative to this class.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 1 Sep 2021.
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