Densities, spectral densities and modality

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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.
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Statistics (http://www.imstat.org/aos/) at http://dx.doi.org/10.1214/009053604000000364

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Statistics Theory, 62G07 (Primary) 62M15 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/130624

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0410071
 http://arxiv.org/abs/math/0410071
 Annals of Statistics 2004, Vol. 32, No. 3, 1093-1136
 doi:10.1214/009053604000000364

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arXiv