A comparison of non-parametric modality tests

The non-parametric modality tests are widely and frequently used in finance, social, medicine, natural and biological sciences. In this study, we discuss the four non-parametric tests including Hartigan DIP (HD), Silverman’s bandwidth (SB), proportional mass (PM), and excess mass (EM) tests for modality and multimodality. However, these tests have not been compared based on the size of the literature. Hence, this study compares these tests about the size and finds that which of them is the best test.