  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.
