Densities, spectral densities and modality

被引：41

作者：

Davies, PL ^{[1
]}

Kovac, A ^{[1
]}

机构：

[1] Univ Duisburg Essen, Fachbereich Math, D-45117 Essen, Germany

来源：

ANNALS OF STATISTICS | 2004年 / 32卷 / 03期

关键词：

density estimation; time series analysis; spectral densities; modality; asymptotics; strings;

D O I：

10.1214/009053604000000364

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：1093 / 1136

页数：44

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