Comparison of Kernel Density Estimators with Assumption on Number of Modes

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 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 that compares the kernel estimators that rely on critical bandwidth with another one that 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.
Document type :
Journal articles
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-01074437
Contributor : Gilles Durrieu <>
Submitted on : Tuesday, October 14, 2014 - 1:59:06 PM
Last modification on : Saturday, April 20, 2019 - 2:04:48 AM

Links full text

Identifiers

Collections

Citation

Gilles Durrieu, Raphaël Coudret, Jérôme Saracco. Comparison of Kernel Density Estimators with Assumption on Number of Modes. Communications in Statistics - Simulation and Computation, Taylor & Francis, 2015, 44 (1), pp.196-216. ⟨10.1080/03610918.2013.770530⟩. ⟨hal-01074437⟩

Share

Metrics

Record views

487