Some asymptotics for multimodality tests based on kernel density estimates

DOI10.1007/BF01194493zbMath0745.62048OpenAlexW1967683808MaRDI QIDQ1187104

Enno Mammen, James Stephen Marron, Nicholas I. Fisher

Publication date: 28 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01194493

zbMATH Keywords

rate of convergencekernel density estimatorbootstrap critical valuesasymptotics for multimodality testscritically smoothed bandwidthexpected number of modesmodality of a probability density

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (34)

Estimating the number of clusters ⋮ Detecting Abrupt Changes by Wavelet Methods ⋮ Confidence sets for the maximizers of intensity functions ⋮ A comparative study of several smoothing methods in density estimation ⋮ Nonparametric testing of the existence of modes ⋮ A note on density mode estimation ⋮ The triangular model with random coefficients ⋮ Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral ⋮ On the minimisation of \(L^ p\) error in mode estimation ⋮ Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population ⋮ Piecewise convex function estimation: Pilot estimators ⋮ A hidden renewal model for monitoring aquatic systems biosensors ⋮ Nonparametric cluster significance testing with reference to a unimodal null distribution ⋮ Mode testing via higher-order density estimation ⋮ Multiscale inference about a density ⋮ Minimum distance density-based estimation ⋮ Adaptive estimation of the mode of a multivariate density ⋮ Multiscale inference for a multivariate density with applications to X-ray astronomy ⋮ Testing for multimodality ⋮ Attributing a probability to the shape of a probability density ⋮ Bump hunting with non-Gaussian kernels ⋮ On the consistency of kernel density estimates under modality constraints ⋮ Improving bandwidth selection methods by adding quantitative constraints ⋮ Bandwidth-based nonparametric inference ⋮ Assessing extrema of empirical principal component functions ⋮ On Testing for the Nullity of Some Skewness Coefficients ⋮ A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU ⋮ On mode testing and empirical approximations to distributions ⋮ Mode testing in difficult cases ⋮ Comparison of Kernel Density Estimators with Assumption on Number of Modes ⋮ Testing for monotonicity of a regression mean by calibrating for linear functions. ⋮ Scale space view of curve estimation. ⋮ Multiscale testing of qualitative hypotheses ⋮ On Qualitative Smoothness of Kernel Density Estimates¹

Cites Work

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• The dip test of unimodality
• Estimating a smooth monotone regression function
• Nonparametric regression under qualitative smoothness assumptions
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• Excess Mass Estimates and Tests for Multimodality
• Density Estimation and Bump-Hunting by the Penalized Likelihood Method Exemplified by Scattering and Meteorite Data
• On Qualitative Smoothness of Kernel Density Estimates¹
• Testing for multimodality

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