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Testing for multimodality with dependent data
Journal article   Open access  Peer reviewed

Testing for multimodality with dependent data

K. S Chan and H Tong
Biometrika, Vol.91(1), pp.113-123
03/2004
DOI: 10.1093/biomet/91.1.113
url
https://doi.org/10.1093/biomet/91.1.113View
Published (Version of record) Open Access

Abstract

We propose a test for multimodality with dependent data by resampling from a suitably constructed transition probability kernel, which includes Silverman's test with independent data as a special case. We extend some theoretical properties of Silverman's test with independent and identically distributed data to weakly dependent data, and also discuss the robustness of Silverman's test against departure from independence.
Gaussian kernel Markov chain Silverman's test Smoothed autoregressive bootstrap Uniform ergodicity

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