Densities, spectral densities and modality

PL Davies, A Kovac

Research output: Contribution to journalArticle (Academic Journal)

31 Citations (Scopus)

Abstract

This paper considers the problem of specifying a simple approximating density function for a given data set (x(1),.... x(n)). 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.
Translated title of the contributionDensities, spectral densities and modality
Original languageEnglish
Pages (from-to)1093 - 1136
Number of pages44
JournalAnnals of Statistics
Volume32 (3)
DOIs
Publication statusPublished - Jun 2004

Bibliographical note

Publisher: Institute of Mathematical Statistics
Other identifier: IDS Number: 828OA

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