I am looking for references about calculating confidence intervals for mode (in general). Bootstrap may seem to be natural first choice, but as discussed by Romano (1988), standard bootstrap fails for mode and it does not provide any simple solution. Did anything change since this paper? What is the best way to calculate confidence intervals for mode? What is the best bootstrap-based approach? Can you provide any relevant references?
Romano, J.P. (1988). Bootstrapping the mode. Annals of the Institute of Statistical Mathematics, 40(3), 565-586.