Attributing a probability to the shape of a probability density
We discuss properties of two methods for ascribing probabilities to the shape of a probability distribution. One is based on the idea of counting the number of modes of a bootstrap version of a standard kernel density estimator. We argue that the simplest form of that method suffers from the same difficulties that inhibit level accuracy of Silverman's bandwidth-based test for modality: the conditional distribution of the bootstrap form of a density estimator is not a good approximation to...[Show more]
|Collections||ANU Research Publications|
|Source:||Annals of Statistics|
|Access Rights:||Open Access|
|01_Peter Hal_Attributing_a_probability_to_2005.pdf||Published Version||212.81 kB||Adobe PDF|
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