Bandwidth Selection in an EM-like algorithm for nonparametric multivariate mixtures

Tatiana Benaglia 1 Didier Chauveau 2 David Hunter 1
1 Department of Statistics, Penn State University
2 MAPMO - Mathématiques - Analyse, Probabilités, Modélisation - Orléans
Abstract : 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.
keyword : EM algorithm kernel density estimation multivariate mixture nonparametric mixture
Type de document :
Chapitre d'ouvrage
World Scientific Publishing Co. Nonparametric Statistics and Mixture Models: A Festschrift in Honor of Thomas P. Hettmansperger, World Scientific Publishing Co., pp.15-27, 2011
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https://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
Document(s) archivé(s) le : jeudi 11 octobre 2012 - 16:00:40

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  • HAL Id : hal-00353297, version 1

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Tatiana Benaglia, Didier Chauveau, David Hunter. Bandwidth Selection in an EM-like algorithm for nonparametric multivariate mixtures. World Scientific Publishing Co. Nonparametric Statistics and Mixture Models: A Festschrift in Honor of Thomas P. Hettmansperger, World Scientific Publishing Co., pp.15-27, 2011. <hal-00353297>

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