Minimum local distance density estimation

DOI10.1080/03610926.2014.988260MaRDI QIDQ2980049zbMATH OpenOpenAlexWikidataFDO

Authors Vikram V. Garg, Luis Tenorio, Karen Willcox

Publication date 27 April 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.2851, http://hdl.handle.net/1721.1/116885

zbMATH Keywords

density estimationminimum local distancenearest-neighbororder statistics

Mathematics Subject Classification ID

Density estimation (62G07) Order statistics; empirical distribution functions (62G30)

Abstract: We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to define the density estimate at $x$. The tuning parameter is thus the number of subsets instead of the typical bandwidth of kernel or histogram-based density estimators. The proposed method is similar to nearest-neighbor density estimators but it provides smoother estimates. We derive the asymptotic distribution of this minimum sample distance statistic to study globally optimal values for the number and size of the subsets. Simulations are used to illustrate and compare the convergence properties of the estimator. The results show that the method provides good estimates of a wide variety of densities without changes of the tuning parameter, and that it offers competitive convergence performance.

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Cites work

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