A number‐of‐modes reference rule for density estimation under multimodality. (27th July 2012)

• Record Type: Journal Article
• Authors: Einbeck, Jochen; Taylor, James
• Is Part Of: Statistica Neerlandica. Volume 67:Number 1(2013:Feb.)
• Page Start: 54
• Page End: 66
• Publication Date: 2012-07-27
• Subjects: Statistics -- Periodicals; 519.5; 314.92
• DOI: 10.1111/j.1467-9574.2012.00531.x
• Languages: English
• ISSNs: 0039-0402

Abstract

<abstract abstract-type="main" xml:lang="en"> <title> <x xml:space="preserve">Abstract</x> </title> <p>We consider kernel density estimation for univariate distributions. The question of interest is as follows: given that the data analyst has some background knowledge on the modality of the data (for instance, 'data of this type are usually bimodal'), what is the adequate bandwidth to choose? We answer this question by extending Silverman's idea of 'normal‐reference' to that of 'reference to a Gaussian mixture'. The concept is illustrated in the light of real data examples.</p> </abstract>