Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions

DOI10.48550/arXiv.1806.00731zbMath1409.62083arXiv1806.00731MaRDI QIDQ147915

Guangwei Weng, Charles R. Doss, Charles R. Doss, Guangwei Weng

Publication date: 3 June 2018

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

Full work available at URL: https://arxiv.org/abs/1806.00731

zbMATH Keywords

kernel density estimator; bandwidth selection; highest density region estimation; level set estimation

Mathematics Subject Classification ID

62G07: Density estimation

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

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Uses Software

• R
• KernSmooth
• pyuvdata