SOME ASYMPTOTICS FOR MULTIMODALITY TESTS BASED ON KERNEL DENSITY ESTIMATES

被引:60
作者
MAMMEN, E
MARRON, JS
FISHER, NI
机构
[1] CSIRO,DIV MATH & STAT,LINDFIELD,NSW 2071,AUSTRALIA
[2] UNIV N CAROLINA,DEPT STAT,CHAPEL HILL,NC 27514
关键词
D O I
10.1007/BF01194493
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
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页码:115 / 132
页数:18
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