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On the calibration of Silvermans test for multimodality

Hall, Peter; York, Matthew

Description

It is known that Silverman's bootstrap test for multimodality tends towards conservatism, even in large samples, in the sense that the actual level tends to be less than the nominal one. In this paper, and in the context of testing for a single mode, we propose a means of calibrating Silverman's test so as to improve its level accuracy. The calibration takes two forms - first, an asymptotic approach, which involves identifying the limiting distribution of the test statistic and adjusting for...[Show more]

CollectionsANU Research Publications
Date published: 2001
Type: Journal article
URI: http://hdl.handle.net/1885/93090
Source: Statistica Sinica

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