Density Estimation and Bump-Hunting by the Penalized Likelihood Method Exemplified by Scattering and Meteorite Data

Kolmogorov-Smirnov statistic nonparametric density estimation Hermite expansion Fourier expansions chi square statistics penalized likelihood method bump evaluation chondrites clustering by bump-hunting high-energy scattering data

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cited In (57)

Bayesian taut splines for estimating the number of modes
Modal regression using kernel density estimation: a review
A forensic statistical analysis of fraud in the federal food stamp program
Hierarchical Bayesian spectral regression with shape constraints for multi-group data
Bump hunting by topological data analysis
A practical implementation of weighted kernel density estimation for handling shape constraints
Significance of modes in the torus by topological data analysis
Piecewise convex function estimation: Pilot estimators
A comparison of automatic histogram constructions
Information criteria for the predictive evaluation of bayesian models
Bump hunting with non-Gaussian kernels
Checking if there exist a monotonic function that is consistent with the measurements: an efficient algorithm
New approaches to nonparametric density estimation and selection of smoothing parameters
Identification and testing of modes in beliefs
Adaptive log-density estimation
A bayesian nonparametric density estimator
Scale space view of curve estimation.
Testing for monotonicity of a regression mean by calibrating for linear functions.
Bandwidth-based nonparametric inference
Testing for multimodality
Nonparametric testing of the existence of modes
Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population
Smoothing categorical data
Cross-validation and the smoothing of orthogonal series density estimators
Attributing a probability to the shape of a probability density
Bivariate density estimation using BV regularisation
Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
Data features1
A roughness penalty approach to estimate densities over two-dimensional manifolds
Multivariate mode hunting: Data analytic tools with measures of significance
Transformations for semi-continuous data
Investigating the multimodality of multivariate data with principal curves
Estimating the number of clusters
Mode testing, critical bandwidth and excess mass
Density estimation via Bayesian inference engines
Nonparametric local polynomial approximation of the time-varying frequency and amplitude
Smoothness priors transfer function estimation
Toward an empirical analysis of polarization
Multiparameter Persistence Landscapes
Minimum distance density-based estimation
A multicriteria approach to model specification and estimation
Logspline density estimation for binned data
Density estimation under the koziol‐green model of censoring by penalized likelihood methods
Bump hunting in regression analysis
The circular SiZer, inferred persistence of shape parameters and application to early stem cell differentiation
Numerical techniques in nonparametric estimation†
Frequency domain characteristics of linear operator to decompose a time series into the multi-components
Multiscale inference about a density
On graphing estimated distributions using modified scatter diagrams
Tests for symmetry with right censoring
Local extremes, runs, strings and multiresolution. (With discussion)
Pointwise consistency of the Hermite series density estimate
Densities, spectral densities and modality.
Some asymptotics for multimodality tests based on kernel density estimates
A functional data analysis approach to the estimation of densities over complex regions
Singularity estimation via structural intensity: applications and modifications
Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals

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