Some asymptotics for multimodality tests based on kernel density estimates (original) (raw)
Summary
A test due to B.W. Silverman for modality of a probability density is based on counting modes of a kernel density estimator, and the idea of critical smoothing. An asymptotic formula is given for the expected number of modes. This, together with other methods, establishes the rate of convergence of the critically smoothed bandwidth. These ideas are extended to provide insight concerning the behaviour of the test based on bootstrap critical values.
Article PDF
Similar content being viewed by others
References
- Cramér, H., Leadbetter, M.R.: Stationary and related processes. New York: Wiley 1967
Google Scholar - Cuevas, A., Gonzalez Manteiga, W.: Data—driven smoothing based on convexity properties. In: Nonparametric functional estimation and related topics Roussas, G. (ed.) pp. 225–240. Dordrecht: Kluwer 1991
Google Scholar - Fisher, N.I., Mammen, E., Marron, J.S.: Testing for multimodality. Technical Report 1990
- Good, I.J., Gaskins, R.A.: Density estimation and bump-hunting by the penalized likelihood method exemplified by scattering and meteorite data. J. Am. Stat. Assoc.75, 42–73 (1980)
Google Scholar - Hall, P.: Edgeworth expansions for nonparametric density estimators, with applications. Technical Report 1989
- Hartigan, J.A., Hartigan, P.M.: The DIP test of unimodality. Ann. Stat.13, 70–84 (1985)
Google Scholar - Mammen, E.: Estimating a smooth monotone regression function. Ann. Stat.19, 724–740 (1991a)
Google Scholar - Mammen, E.: Nonparametric regression under qualitative smoothness assumptions. Ann. Stat.19, 741–759 (1991b)
Google Scholar - Mammen, E.: On qualitative smoothness of kernel density estimates. Technical Report 1991c
- Müller, D.W., Sawitzki, G.: Excess mass estimates and tests for multimodality. J. Am. Stat. Assoc.86, 738–746 (1991)
Google Scholar - Silverman, B.W.: Weak and strong uniform consistency of the kernel estimate of a density and its derivatives. Ann. Stat.6, 177–184 (1978)
Google Scholar - Silverman, B.W.: Using kernel estimates to investigate multimodality. J. R. Stat. Soc., Ser. B43, 97–99 (1981)
Google Scholar - Silverman, B.W.: Some properties of a test for mulitmodality based on kernel density estimates. In: Kingman, J.F.C., Reuter, G.E.H. (eds.) Probability, statistics and analysis, pp. 248–259 Cambridge: Cambridge University Press 1983
Google Scholar - Silverman, B.W.: Density estimation for statistics and data analysis. London: Chapman and Hall 1986
Google Scholar
Author information
Authors and Affiliations
- Institut für Angewandte Mathematik, Universität Heidelberg, Im Neuenheimer Feld 294, W-6900, Heidelberg, Federal Republic of Germany
E. Mammen - Department of Statistics, University of North Carolina, 27514, Chapel Hill, NC, USA
J. S. Marron - CSIRO Division of Mathematics and Statistics, 2071, Lindfield, N.S.W., Australia
N. I. Fisher
Authors
- E. Mammen
You can also search for this author inPubMed Google Scholar - J. S. Marron
You can also search for this author inPubMed Google Scholar - N. I. Fisher
You can also search for this author inPubMed Google Scholar
Rights and permissions
About this article
Cite this article
Mammen, E., Marron, J.S. & Fisher, N.I. Some asymptotics for multimodality tests based on kernel density estimates.Probab. Th. Rel. Fields 91, 115–132 (1992). https://doi.org/10.1007/BF01194493
- Received: 24 October 1990
- Revised: 26 August 1991
- Issue Date: March 1992
- DOI: https://doi.org/10.1007/BF01194493