"We provide stylized facts on the evolving shape dynamics of the US personal income distribution from 1962 to 2000. Based on adaptive kernel density estimation, we propose an adaptive bootstrap test for multimodality. Our results indicate that multimodality has been a predominant feature of the...

We study the drift of stationary diffusion processes in a time series analysis of the autoregression function. A marked empirical process measures the difference between the nonparametric regression functions of two time series. We bootstrap the distribution of a Kolmogorov-Smirnov-type test...