Mode testing, critical bandwidth and excess mass
@article{AmeijeirasAlonso2018ModeTC, title={Mode testing, critical bandwidth and excess mass}, author={Jose Ameijeiras-Alonso and Rosa M. Crujeiras and Alberto Rodr{\'i}guez-Casal}, journal={TEST}, year={2018}, volume={28}, pages={900-919} }
The identification of peaks or maxima in probability densities, by mode testing or bump hunting, has become an important problem in applied fields. For real random variables, this task has been approached in the statistical literature from different perspectives, with the proposal of testing procedures which are based on kernel density estimators or on the quantification of excess mass. However, none of the existing proposals for testing the number of modes provides a satisfactory performance…
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