@article { ISI:000173007800007,
	title = {CriSP: A tool for bump hunting},
	journal = {JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS},
	volume = {10},
	number = {4},
	year = {2001},
	month = {DEC},
	pages = {713-729},
	publisher = {AMER STATISTICAL ASSOC},
	type = {Article},
	address = {1429 DUKE ST, ALEXANDRIA, VA 22314 USA},
	abstract = {We propose a test of multimodality of regression functions and their derivatives. The test statistic is a critical smoothing parameter (CriSP), giving the minimum amount of smoothing necessary to force the regression function to satisfy the null hypothesis. The p values are computed via bootstrapping. Our idea is motivated by Silverman{\textquoteright}s test concerning the number of modes in the density function. Simulation studies indicate that the test works well, even when testing for bumps in the derivative. We apply CriSP to children{\textquoteright}s growth data, to study the number of spurts of growth.},
	keywords = {bootstrap, critical smoothing parameter, growth data, multimodality testing, Smoothing},
	issn = {1061-8600},
	doi = {10.1198/106186001317243412},
	author = {Harezlak, J and Heckman, NE}
}
