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Calibrating the excess mass and dip tests of modality
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Cited by:
- Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2024. "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Tinbergen Institute Discussion Papers 24-056/III, Tinbergen Institute.
- Cavallo, Alberto & Rigobon, Roberto, 2011.
"The Distribution of the Size of Price Changes,"
Working Papers
2011-011, Banco Central de Reserva del Perú.
- Alberto Cavallo & Roberto Rigobon, 2011. "The Distribution of the Size of Price Changes," NBER Working Papers 16760, National Bureau of Economic Research, Inc.
- Chacón, José E. & Fernández Serrano, Javier, 2024. "Bayesian taut splines for estimating the number of modes," Computational Statistics & Data Analysis, Elsevier, vol. 196(C).
- Jan Beran & Klaus Telkmann, 2021. "On inference for modes under long memory," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 429-455, June.
- Konstantin Gluschenko, 2016.
"Distribution dynamics of Russian regional prices,"
Empirical Economics, Springer, vol. 51(3), pages 1193-1213, November.
- Konstantin Gluschenko, 2013. "Distribution Dynamics of Russian Regional Prices," William Davidson Institute Working Papers Series wp1061, William Davidson Institute at the University of Michigan.
- James Mitchell & Aubrey Poon & Dan Zhu, 2024.
"Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 790-812, August.
- James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
- Daniel J. Henderson, 2010.
"A test for multimodality of regression derivatives with application to nonparametric growth regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 458-480.
- Henderson, Daniel J., 2008. "A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions," MPRA Paper 8768, University Library of Munich, Germany.
- Debreceny, Roger S. & Gray, Glen L., 2010. "Data mining journal entries for fraud detection: An exploratory study," International Journal of Accounting Information Systems, Elsevier, vol. 11(3), pages 157-181.
- Fuentes, Raúl & Mishra, Tapas & Scavia, Javier & Parhi, Mamata, 2014. "On optimal long-term relationship between TFP, institutions, and income inequality under embodied technical progress," Structural Change and Economic Dynamics, Elsevier, vol. 31(C), pages 89-100.
- Mikael Juselius & Nikola Tarashev, 2022.
"When uncertainty decouples expected and unexpected losses,"
BIS Working Papers
995, Bank for International Settlements.
- Juselius, Mikael & Tarashev, Nikola, 2022. "When uncertainty decouples expected and unexpected losses," Research Discussion Papers 4/2022, Bank of Finland.
- Daniel J. Henderson & Christopher F. Parmeter & R. Robert Russell, 2008. "Modes, weighted modes, and calibrated modes: evidence of clustering using modality tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 607-638.
- Di, J. & Kolaczyk, E., 2010. "Complexity-penalized estimation of minimum volume sets for dependent data," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 1910-1926, October.
- Suren Basov & Svetlana Danilkina & David Prentice, 2020.
"When Does Variety Increase with Quality?,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 56(3), pages 463-487, May.
- Suren Basov & Svetlana Danilkina & David Prentice, 2008. "When does Variety increase with Quality?," Working Papers 2008.04, School of Economics, La Trobe University.
- Suren Basov & Svetlana Danilkina & David Prentice, 2008. "When does Variety increase with Quality?," Working Papers 2008.04, School of Economics, La Trobe University.
- Basov, Suren & Danilkina, Svetlana & Prentice, David, 2009. "When does variety increase with quality?," MPRA Paper 13445, University Library of Munich, Germany.
- repec:zbw:bofrdp:2022_004 is not listed on IDEAS
- Feng Zhu, 2005. "A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000," BIS Working Papers 184, Bank for International Settlements.
- Wang, Xiaogang & Qiu, Weiliang & Zamar, Ruben H., 2007. "CLUES: A non-parametric clustering method based on local shrinking," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 286-298, September.
- Tian Wang & Weifeng Dai & Yujie Wu & Yang Li & Yi Yang & Yange Zhang & Tingting Zhou & Xiaowen Sun & Gang Wang & Liang Li & Fei Dou & Dajun Xing, 2024. "Nonuniform and pathway-specific laminar processing of spatial frequencies in the primary visual cortex of primates," Nature Communications, Nature, vol. 15(1), pages 1-16, December.
- Ray, Surajit & Ren, Dan, 2012. "On the upper bound of the number of modes of a multivariate normal mixture," Journal of Multivariate Analysis, Elsevier, vol. 108(C), pages 41-52.
- Jose Ameijeiras-Alonso & Rosa M. Crujeiras & Alberto Rodríguez-Casal, 2019. "Mode testing, critical bandwidth and excess mass," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 900-919, September.
- Banerjee, Trambak & Mukherjee, Gourab & Radchenko, Peter, 2017. "Feature screening in large scale cluster analysis," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 191-212.
- Konstantinos Chatzimichael & Dimitris Christopoulos & Spiro Stefanou & Vangelis Tzouvelekas, 2020.
"Irrigation practices, water effectiveness and productivity measurement [Toward an understanding of technology adoption: risk, learning, and neighborhood effects],"
European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(2), pages 467-498.
- Konstantinos Chatzimichael & Dimitris Christopoulos & Spiro Stefanou & Vangelis Tzouvelekas, 2017. "Irrigation Practices, Water Effectiveness and Productivity Measurement," Working Papers 1702, University of Crete, Department of Economics.
- Konstantinos Chatzimichael & Dimitris Christopoulos & Spyro Stefanou & Vangelis Tzouvelekas, 2015. "Irrigation Technology Adoption, Water Effectiveness and Productivity Measurement," Working Papers 1506, University of Crete, Department of Economics.
- Polonik, Wolfgang & Wang, Zailong, 2005. "Estimation of regression contour clusters--an application of the excess mass approach to regression," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 227-249, June.
- Mikael Juselius & Nikola Tarashev, 2022.
"When uncertainty decouples expected and unexpected losses,"
BIS Working Papers
995, Bank for International Settlements.
- Juselius, Mikael & Tarashev, Nikola A., 2022. "When uncertainty decouples expected and unexpected losses," Bank of Finland Research Discussion Papers 4/2022, Bank of Finland.
- Xiaochun Meng & James W. Taylor & Souhaib Ben Taieb & Siran Li, 2020. "Scores for Multivariate Distributions and Level Sets," Papers 2002.09578, arXiv.org, revised Jun 2023.
- Li Lin, 2024. "Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\"odinger-Like Trading Equation and Multimodal Distribution," Papers 2401.05823, arXiv.org.