We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Durham University

Research & business

View Profile

Publication details

Einbeck, Jochen & Taylor, James (2013). A number-of-modes reference rule for density estimation under multimodality. Statistica Neerlandica 67(1): 54-66.

Author(s) from Durham


We consider kernel density estimation for univariate distributions. The question of interest is as follows: given that the data analyst has some background knowledge on the modality of the data (for instance, ‘data of this type are usually bimodal’), what is the adequate bandwidth to choose? We answer this question by extending Silverman's idea of ‘normal-reference’ to that of ‘reference to a Gaussian mixture’. The concept is illustrated in the light of real data examples.