Multivariate mode hunting: Data analytic tools with measures of significance

Authors:
Prabir Burman;Wolfgang Polonik
Affiliations:
Department of Statistics, University of California at Davis, Davis, CA 95616, USA;Department of Statistics, University of California at Davis, Davis, CA 95616, USA
Venue:
Journal of Multivariate Analysis
Year:
2009

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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.