J. Ameijeiras-Alonso, R. M. Crujeiras, A. Rodríguez-Casal
The identification of peaks or maxima in probability densities, by mode testing or bump hunting, has become an important problem in applied fields. For real random variables, this task has been approached in the statistical literature from different perspectives. The objective of this talk will be presenting different exploratory and testing nonparametric approaches for determining the number of modes and their estimated location. With respect to the testing perspective, since none of the existing proposals for determining the general number of modes provides a satisfactory performance in practice, a new method, showing a superior behavior (with good calibration and power results), will be presented. The presented techniques will be illustrated with a real data example in the philatelic field.
Palabras clave / Keywords: density estimation, hypothesis testing, multimodality, Philately
Programado
Sesión 1 Premio Ramiro Melendreras
29 de mayo de 2018 09:10
Sala Cristal
