The following pages link to (Q2739226):
Displayed 21 items.
- Mode testing, critical bandwidth and excess mass (Q128716) (← links)
- Mode testing via higher-order density estimation (Q650691) (← links)
- Bandwidth-based nonparametric inference (Q713763) (← links)
- A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU (Q732232) (← links)
- Q-convergence with interquartile ranges (Q956472) (← links)
- Non-parametric \(k\)-sample tests: density functions vs distribution functions (Q961789) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Multiscale inference for a multivariate density with applications to X-ray astronomy (Q1753976) (← links)
- Attributing a probability to the shape of a probability density (Q1766129) (← links)
- Bump hunting with non-Gaussian kernels (Q1766130) (← links)
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
- Fire seasonality identification with multimodality tests (Q2291503) (← links)
- Economic growth and under-investment: a nonparametric approach (Q2292798) (← links)
- Kernel excess mass test for multimodality (Q4639819) (← links)
- Macros to conduct tests of multimodality in SAS (Q4960763) (← links)
- The sample monomode and an associated test for discrete monomodality (Q5077908) (← links)
- (Q5101778) (← links)
- Fitting asymmetric bimodal data with selected distributions (Q5221526) (← links)
- Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis (Q5324877) (← links)
- Permutation-based inference for function-on-scalar regression with an application in PET brain imaging (Q6091911) (← links)
- Bayesian mode inference for discrete distributions in economics and finance (Q6154284) (← links)