On the modal resolution of kernel density estimators |
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Authors: | Jeffrey D. Hart |
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Affiliation: | Department of Statistics, Texas A&M University, College Station, TX 77843, USA |
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Abstract: | The ability of a kernel density estimator to resolve modes of the underlying density is investigated. For various bimodal densities and three different kernels, the smallest sample size required for the expectation of an optimally smoothed kernel estimator to be bimodal is determined. The optimality criterion employed is equivalent to asymptotic mean integrated squared error for sufficiently smooth densities. |
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Keywords: | kernel density estimator mean integrated squared error multimodality modal resolution |
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