0506959 20240903170642.820190727235959.9 85056180284 000449579800010 10.14736/kyb-2018-4-0798 17 s. E cav_un_epca*02971630023-5954544 (2018)798-814Ústav teorie informace a automatizace AV ČR, v. v. i. multimodal distributions cusp model bimodality test reduced maximum likelihood estimation cav_un_auth*0256753 Ekonometrie Department of Econometrics E E 100 Voříšek Jan UTIA-B CZ S Ústav teorie informace a automatizace AV ČR, v. v. i. pdf http://library.utia.cas.cz/separaty/2019/E/vorisek-0506959.pdf 4311 kB https://www.kybernetika.cz/content/2018/4/798 cav_un_auth*0281000 GBP402/12/G097 GA ČR CZ The probability density function of the stochastic cusp model belongs to the class of generalized exponential distributions. It accommodates variable skewness, kurtosis, and bimodality. A statistical test for bimodality of the stochastic cusp model using the maximum likelihood estimation and delta method for Cardan’s discriminant is introduced in this paper, as is a necessary condition for bimodality, which can be used for simplified testing to reject bimodality. Numerical maximum likelihood estimation of the cusp model is simplified by analytical reduction of the parameter space dimension, and connection to the method of moment estimates is shown. A simulation study is used to determine the size and power of the proposed tests and to compare pertinence among different tests for various parameter settings. WOS BA 10000 10100 10103 2020 1 RVO:67985556 http://hdl.handle.net/11104/0298077 cav_un_auth*0377667 Katedra pravděpodobnosti a statistiky MFF UK KPMS MFF UK CZ S 3+4 Article Computer Science Cybernetics A COMPUTERSCIENCE.CYBERNETICS 0.591 0.155 13 0.00068 0.174 891 0.268 0.500 71 Q4 15.991 6.5 Q4 Q3 0.17 Q4 6.522 2018 85056180284 SCOPUS PUBMED 000449579800010 WOS pdf 4311 kB cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 54 č. 4 2018 798 814 Ústav teorie informace a automatizace AV ČR, v. v. i.