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June 2004 Densities, spectral densities and modality
P. Laurie Davies, Arne Kovac
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Ann. Statist. 32(3): 1093-1136 (June 2004). DOI: 10.1214/009053604000000364

Abstract

This paper considers the problem of specifying a simple approximating density function for a given data set (x1,…,xn). Simplicity is measured by the number of modes but several different definitions of approximation are introduced. The taut string method is used to control the numbers of modes and to produce candidate approximating densities. Refinements are introduced that improve the local adaptivity of the procedures and the method is extended to spectral densities.

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P. Laurie Davies. Arne Kovac. "Densities, spectral densities and modality." Ann. Statist. 32 (3) 1093 - 1136, June 2004. https://doi.org/10.1214/009053604000000364

Information

Published: June 2004
First available in Project Euclid: 24 May 2004

zbMATH: 1093.62042
MathSciNet: MR2065199
Digital Object Identifier: 10.1214/009053604000000364

Subjects:
Primary: 62G07
Secondary: 62M15

Rights: Copyright © 2004 Institute of Mathematical Statistics

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Vol.32 • No. 3 • June 2004
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