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Bump hunting with non-Gaussian kernels

Hall, Peter; Minnotte, Michael C.; Zhang, Chunming

Description

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]

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
URI: http://hdl.handle.net/1885/100207
Source: Annals of Statistics
DOI: 10.1214/009053604000000715

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