Comparison of kernel density estimators with assumption on number of modes
COUDRET, Raphaël
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Environnements et Paléoenvironnements OCéaniques [EPOC]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Environnements et Paléoenvironnements OCéaniques [EPOC]
COUDRET, Raphaël
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Environnements et Paléoenvironnements OCéaniques [EPOC]
< Reduce
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Environnements et Paléoenvironnements OCéaniques [EPOC]
Language
en
Article de revue
This item was published in
Communications in Statistics - Simulation and Computation. 2015, vol. 44, n° 1, p. 196-216
Taylor & Francis
English Abstract
A data-driven bandwidth choice for a kernel density estimator called critical bandwidth is investigated. This procedure allows the estimation to have as many modes as assumed for the density to estimate. Both Gaussian and ...Read more >
A data-driven bandwidth choice for a kernel density estimator called critical bandwidth is investigated. This procedure allows the estimation to have as many modes as assumed for the density to estimate. Both Gaussian and uniform kernels are considered. For the Gaussian kernel, asymptotic results are given. For the uniform kernel, an argument against these properties is mentioned. These theoretical results are illustrated with a simulation study which compare the kernel estimators that rely on critical bandwidth with another one which uses a plug-in method to select its bandwidth. An estimator that consists in estimates of density contour clusters and takes assumptions on number of modes into account is also considered. Finally, the methodology is illustrated using environment monitoring data.Read less <
English Keywords
mode
kernel density estimator
Bandwidth
numerical study
valvometry
Origin
Hal imported