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| HAL : hal-00353297, version 1 |
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| Nonparametric Statistics and Mixture Models: A Festschrift in Honor of Thomas P. Hettmansperger, World Scientific Publishing Co. (Ed.) (2011) 15-27 |
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| Bandwidth Selection in an EM-like algorithm for nonparametric multivariate mixtures |
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| Tatiana Benaglia 1Didier Chauveau 2 |
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| (01/2011) |
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| In this paper we describe a method to select the bandwidth used in the nonparametric EM (npEM) algorithm of Benaglia et. al. (2008). This method is a generalization of the Silverman's rule of thumb used to select a bandwidth in kernel density estimation, and it results in one bandwidth for each mixture component and each block of conditionally independent and identically distributed repeated measures. |
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| 1 : | Department of Statistics, Penn State University |
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University of Pennsylvania |
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| 2 : | Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO) |
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Université d'Orléans – CNRS : UMR7349 |
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| Domaine | : | Mathématiques/Statistiques Statistiques/Théorie Statistiques/Méthodologie |
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| EM algorithm – kernel density estimation – multivariate mixture – nonparametric mixture |
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| hal-00353297, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00353297 | |
| oai:hal.archives-ouvertes.fr:hal-00353297 | |
| Contributeur : Didier Chauveau | |
| Soumis le : Jeudi 15 Janvier 2009, 14:20:09 | |
| Dernière modification le : Lundi 2 Mai 2011, 11:44:28 | |
