A number-of-modes reference rule for density estimation under multimodality

Einbeck, Jochen; Taylor, James

doi:10.1111/j.1467-9574.2012.00531.x

A number-of-modes reference rule for density estimation under multimodality

Einbeck, Jochen; Taylor, James

Authors

Professor Jochen Einbeck jochen.einbeck@durham.ac.uk
Professor

James Taylor

Abstract

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.

Citation

Einbeck, J., & Taylor, J. (2013). A number-of-modes reference rule for density estimation under multimodality. Statistica Neerlandica, 67(1), 54-66. https://doi.org/10.1111/j.1467-9574.2012.00531.x

Journal Article Type	Article
Publication Date	Feb 1, 2013
Deposit Date	Sep 24, 2012
Publicly Available Date	Jan 24, 2014
Journal	Statistica Neerlandica
Print ISSN	0039-0402
Electronic ISSN	1467-9574
Publisher	Wiley
Peer Reviewed	Peer Reviewed
Volume	67
Issue	1
Pages	54-66
DOI	https://doi.org/10.1111/j.1467-9574.2012.00531.x
Keywords	Bandwidth selection, Kernels.