Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting

From MaRDI portal
Revision as of 16:08, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1951124

DOI10.1214/13-EJS781zbMath1337.62067arXiv1204.6160OpenAlexW2964078813MaRDI QIDQ1951124

Tarn Duong, José E. Chacón

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.6160




Related Items (25)

Estimation of the global mode of a density: minimaxity, adaptation, and computational complexityDesign of blurring mean-shift algorithms for data classificationFFT-based fast bandwidth selector for multivariate kernel density estimationOn nonparametric density estimation for multivariate linear long-memory processesSome results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applicationsKernel estimation of regression function gradientModal clustering asymptotics with applications to bandwidth selectionThe Modal Age of StatisticsPosterior contraction rates of density derivative estimationA Review on Modal ClusteringAnalysis of a mode clustering diagramDirect Density Derivative EstimationOptimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a densityMultiscale inference for a multivariate density with applications to X-ray astronomyMixture model modal clusteringExact risk improvement of bandwidth selectors for kernel density estimation with directional dataA population background for nonparametric density-based clusteringA comprehensive approach to mode clusteringRoot \(n\) estimates of vectors of integrated density partial derivative functionalsApproximation of probability density functions for PDEs with random parameters using truncated series expansionsNonparametric and semiparametric compound estimation in multiple covariatesImproving Spectral Clustering Using the Asymptotic Value of the Normalized CutAsymptotics for function derivatives estimators based on stationary and ergodic discrete time processesUniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependenceEfficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density


Uses Software


Cites Work




This page was built for publication: Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting