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Comparison of kernel density estimators with assumption on number of modes

hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierEnvironnements et Paléoenvironnements OCéaniques [EPOC]
dc.contributor.authorCOUDRET, Raphaël
hal.structure.identifierLaboratoire de Mathématiques de Bretagne Atlantique [LMBA]
dc.contributor.authorDURRIEU, Gilles
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorSARACCO, Jerôme
dc.date.accessioned2024-04-04T02:24:20Z
dc.date.available2024-04-04T02:24:20Z
dc.date.created2012-05-01
dc.date.issued2015
dc.identifier.issn0361-0918
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/189810
dc.description.abstractEnA 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.
dc.language.isoen
dc.publisherTaylor & Francis
dc.subject.enmode
dc.subject.enkernel density estimator
dc.subject.enBandwidth
dc.subject.ennumerical study
dc.subject.envalvometry
dc.title.enComparison of kernel density estimators with assumption on number of modes
dc.typeArticle de revue
dc.identifier.doi10.1080/03610918.2013.770530
dc.subject.halMathématiques [math]/Statistiques [math.ST]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
bordeaux.journalCommunications in Statistics - Simulation and Computation
bordeaux.page196-216
bordeaux.volume44
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.issue1
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-00748790
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00748790v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Communications%20in%20Statistics%20-%20Simulation%20and%20Computation&rft.date=2015&rft.volume=44&rft.issue=1&rft.spage=196-216&rft.epage=196-216&rft.eissn=0361-0918&rft.issn=0361-0918&rft.au=COUDRET,%20Rapha%C3%ABl&DURRIEU,%20Gilles&SARACCO,%20Jer%C3%B4me&rft.genre=article


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