Mode testing via higher-order density estimation

DOI10.1007/s00180-010-0183-7zbMath1416.62200OpenAlexW1996277242MaRDI QIDQ650691

Michael C. Minnotte

Publication date: 26 November 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-010-0183-7

zbMATH Keywords

multimodalityvariable bandwidthbump huntingcritical bandwidth

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07)

Related Items (1)

Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions

Uses Software

• R
• KernSmooth

Cites Work

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• One-sided inference about functionals of a density
• On improving convergence rates for nonnegative kernel density estimators
• Some asymptotics for multimodality tests based on kernel density estimates
• Variable kernel density estimation
• Bias reduction in kernel density estimation by smoothed empirical transformations
• Bump hunting with non-Gaussian kernels
• On bandwidth variation in kernel estimates. A square root law
• On nonparametric kernel density estimates
• Generalized jackknifing and higher order kernels
• Uniqueness of the Gaussian Kernel for Scale-Space Filtering
• Variable Kernel Estimates of Multivariate Densities
• A Comparison of Higher-Order Bias Kernel Density Estimators
• High Order Data Sharpening for Density Estimation
• A simple bias reduction method for density estimation
• Testing for multimodality

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