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Testing for Multimodality with Dependent Data
K. S. Chan and H. Tong
Vol. 91, No. 1 (Mar., 2004), pp. 113-123
Stable URL: http://www.jstor.org/stable/20441082
Page Count: 11
You can always find the topics here!Topics: Tongs, Markov processes, Statism, Density estimation, P values, Markov chains, Density, Ergodic theory, Time series, Estimators
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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.
Biometrika © 2004 Biometrika Trust