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Article #256Re: [S] test whether a density is unimodal
From: ashley17061
Date: Sun, 16 Sep 2012 13:04
Date: Sun, 16 Sep 2012 13:04
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2387 bytes
On Friday, September 8, 2000 8:52:49 AM UTC-4, "Siwik, Thomas" wrote: > Dear all, > > I have got a statistical question concerning a test about the consistency > of a density function. > > Consider a real valued time series of prices. I would like to test, whether > the (conditional) density of price changes is unimodal with a maximum at > zero. The density comes from a kernel estimation with a Gaussian kernel. > > Has someone an idea how to do the test? > > Thank you > Thomas Siwik > WEDIT Deloitte & Touche > ----------------------------------------------------------------------- > This message was distributed by s-news@wubios.wustl.edu. To unsubscribe > send e-mail to s-news-request@wubios.wustl.edu with the BODY of the > message: unsubscribe s-news > --- Hello, I realize that this is a dated post now, but I'd be grateful if anyone could please point me to a reference (or original citation in if possible) for the coefficient of bimodality given by Michael Axelrod, coefficient of bimodality = (1+ skewness^2)/(kurtosis + 3)? Thank you and have a swell day, Ashley
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Subject: Re: [S] test whether a density is unimodal
From: ashley17061@gmail.com
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