Comparison of kernel density estimators with assumption on number of modes

Raphaël Coudret (1, 2, 3) , Gilles Durrieu (4) , Jerôme Saracco (2)

1 IMB - Institut de Mathématiques de Bordeaux
2 CQFD - Quality control and dynamic reliability
3 EPOC - Environnements et Paléoenvironnements OCéaniques
4 LMBA - Laboratoire de Mathématiques de Bretagne Atlantique

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.

Mots clés: mode; kernel density estimator; Bandwidth; numerical study; valvometry

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Raphaël Coudret, Gilles Durrieu, Jerôme Saracco. Comparison of kernel density estimators with assumption on number of modes. Communications in Statistics - Simulation and Computation, 2015, 44 (1), pp.196-216. ⟨10.1080/03610918.2013.770530⟩. ⟨hal-00748790⟩