Bump hunting with non-Gaussian kernels
It is well known that the number of modes of a kernel density estimator is monotone nonincreasing in the bandwidth if the kernel is a Gaussian density. There is numerical evidence of nonmonotonicity in the case of some non-Gaussian kernels, but little additional information is available. The present paper provides theoretical and numerical descriptions of the extent to which the number of modes is a nonmonotone function of bandwidth in the case of general compactly supported densities....[Show more]
|Collections||ANU Research Publications|
|Source:||Annals of Statistics|
|01_Hall_Bump_Hunting_2004.pdf||159.31 kB||Adobe PDF|
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