Geodesic
Estimation and bimodality testing in the cusp model
Kybernetika, Tome 54 (2018) no. 4, pp. 798-814

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

The probability density function of the stochastic cusp model belongs to the class of generalized exponential distributions. It accommodates variable skewness, kurtosis, and bimodality. A statistical test for bimodality of the stochastic cusp model using the maximum likelihood estimation and delta method for Cardan's discriminant is introduced in this paper, as is a necessary condition for bimodality, which can be used for simplified testing to reject bimodality. Numerical maximum likelihood estimation of the cusp model is simplified by analytical reduction of the parameter space dimension, and connection to the method of moment estimates is shown. A simulation study is used to determine the size and power of the proposed tests and to compare pertinence among different tests for various parameter settings.
DOI : 10.14736/kyb-2018-4-0798
Classification : 62F03
Keywords: multimodal distributions; cusp model; bimodality test; reduced maximum likelihood estimation 
@article{10_14736_kyb_2018_4_0798,
     author = {Vo\v{r}{\'\i}\v{s}ek, Jan},
     title = {Estimation and bimodality testing in the cusp model},
     journal = {Kybernetika},
     pages = {798--814},
     publisher = {mathdoc},
     volume = {54},
     number = {4},
     year = {2018},
     doi = {10.14736/kyb-2018-4-0798},
     mrnumber = {3863257},
     zbl = {06987035},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-4-0798/}
}
TY  - JOUR
AU  - Voříšek, Jan
TI  - Estimation and bimodality testing in the cusp model
JO  - Kybernetika
PY  - 2018
SP  - 798
EP  - 814
VL  - 54
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-4-0798/
DO  - 10.14736/kyb-2018-4-0798
LA  - en
ID  - 10_14736_kyb_2018_4_0798
ER  - 
%0 Journal Article
%A Voříšek, Jan
%T Estimation and bimodality testing in the cusp model
%J Kybernetika
%D 2018
%P 798-814
%V 54
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-4-0798/
%R 10.14736/kyb-2018-4-0798
%G en
%F 10_14736_kyb_2018_4_0798
Voříšek, Jan. Estimation and bimodality testing in the cusp model. Kybernetika, Tome 54 (2018) no. 4, pp. 798-814. doi: 10.14736/kyb-2018-4-0798

Cité par Sources :