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Investigating the multimodality of multivariate data with principal curves

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  • Ahmed, Murat O.
  • Walther, Guenther

Abstract

We propose a simple method to assess the number of subpopulations in multivariate data by projecting the data on its principal curve and then applying Silverman’s bandwidth test to the resulting univariate sample. Our results indicate that this method works well even in high-dimensional settings with relatively small sample sizes, provided that the number of subpopulations is not large compared to the number of dimensions.

Suggested Citation

  • Ahmed, Murat O. & Walther, Guenther, 2012. "Investigating the multimodality of multivariate data with principal curves," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4462-4469.
    • Handle: RePEc:eee:csdana:v:56:y:2012:i:12:p:4462-4469
    DOI: 10.1016/j.csda.2012.02.020
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    References listed on IDEAS

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    1. Christian Hennig, 2010. "Methods for merging Gaussian mixture components," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(1), pages 3-34, April.
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    Cited by:

    1. Álvarez, Adolfo, 2013. "Recombining partitions via unimodality tests," DES - Working Papers. Statistics and Econometrics. WS ws130706, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Erika S. Helgeson & David M. Vock & Eric Bair, 2021. "Nonparametric cluster significance testing with reference to a unimodal null distribution," Biometrics, The International Biometric Society, vol. 77(4), pages 1215-1226, December.

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