Multivariate mode hunting: Data analytic tools with measures of significance

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Bibliographic Details
Title: Multivariate mode hunting: Data analytic tools with measures of significance
Authors: Burman, Prabir1, Polonik, Wolfgang polonik@wald.ucdavis.edu
Source: Journal of Multivariate Analysis. Jul2009, Vol. 100 Issue 6, p1198-1218. 21p.
Subjects: Mathematical statistics, Multivariate analysis, Statistics, Hypothesis
Abstract: Abstract: Multivariate mode hunting is of increasing practical importance. Only a few such methods exist, however, and there usually is a trade-off between practical feasibility and theoretical justification. In this paper we attempt to do both. We propose a method for locating isolated modes (or better, modal regions) in a multivariate data set without pre-specifying their total number. Information on significance of the findings is provided by means of formal testing for the presence of antimodes. Critical values of the tests are derived from large sample considerations. The method is designed to be computationally feasible in moderate dimensions, and it is complemented by diagnostic plots. Since the null hypothesis under consideration is highly composite the proposed tests involve calibration in order to ensure a correct (asymptotic) level. Our methods are illustrated by application to real data sets. [Copyright &y& Elsevier]
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Database: Engineering Source
Description
Abstract:Abstract: Multivariate mode hunting is of increasing practical importance. Only a few such methods exist, however, and there usually is a trade-off between practical feasibility and theoretical justification. In this paper we attempt to do both. We propose a method for locating isolated modes (or better, modal regions) in a multivariate data set without pre-specifying their total number. Information on significance of the findings is provided by means of formal testing for the presence of antimodes. Critical values of the tests are derived from large sample considerations. The method is designed to be computationally feasible in moderate dimensions, and it is complemented by diagnostic plots. Since the null hypothesis under consideration is highly composite the proposed tests involve calibration in order to ensure a correct (asymptotic) level. Our methods are illustrated by application to real data sets. [Copyright &y& Elsevier]
ISSN:0047259X
DOI:10.1016/j.jmva.2008.10.015