Bagging of density estimators

DOI10.1007/S00180-019-00889-9MaRDI QIDQ2282605zbMATH OpenOpenAlexWikidataFDO

Authors Mathias Bourel, Jairo Cugliari

Publication date 8 January 2020

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.03447

zbMATH Keywords

aggregationbaggingdensity estimationhistogramkernel density estimatorpolygon frequency

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07)

Abstract: In this work we give new density estimators by averaging classical density estimators such as the histogram, the frequency polygon and the kernel density estimators obtained over different bootstrap samples of the original data. We prove the L 2-consistency of these new estimators and compare them to several similar approaches by extensive simulations. Based on them, we give also a way to construct non parametric pointwise confidence intervals for the target density.

Recommendations

• Bootstrapping density estimates
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• Averaging of density kernel estimators
• scientific article; zbMATH DE number 859994

Cites work

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• scientific article; zbMATH DE number 1082208 (Why is no real title available?)
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Cited in

(1)

• scientific article; zbMATH DE number 5056239 (Why is no real title available?)

Describes a project that uses

Uses Software

• AdaBoost.MH
• bootstrap
• R

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