Testing for multimodality with dependent data

被引：11

作者：

Chan, KS ^{[1
]}

Tong, H

机构：

[1] Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA 52242 USA

[2] Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China

来源：

BIOMETRIKA | 2004年 / 91卷 / 01期

基金：

英国工程与自然科学研究理事会;

关键词：

Gaussian kernel; Markov chain; Silverman's test; smoothed autoregressive bootstrap; uniform ergodicity;

D O I：

10.1093/biomet/91.1.113

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

We propose a test for multimodality with dependent data by resampling from a suitably constructed transition probability kernel, which includes Silverman's test with Independent data as a special case. We extend some theoretical properties of Silverman's test with independent and identically distributed data to weakly dependent data, and also discuss the robustness of Silverman's test against departure from independence.

引用

页码：113 / 123

页数：11

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