The excess-mass ellipsiod

DOI10.1016/0047-259X(91)90106-CzbMath0739.62042OpenAlexW2038445830MaRDI QIDQ1182767

Deborah Nolan

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(91)90106-c

zbMATH Keywords

algorithmsGaussian processconvex setsrates of convergenceempirical distributionrandom setcube-root asymptoticsnearest-neighbor distancecomparative simulationscontour estimationexcess-mass ellipsoidprobability contentquadratic driftsample excess-mass ellipsoidtest for bimodalitytests for multimodality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (19)

Estimation of density level sets with a given probability content ⋮ Cube root weak convergence of empirical estimators of a density level set ⋮ Consistency results on nonparametric Bayesian estimation of level sets using spatial priors ⋮ Estimation of level set trees using adaptive partitions ⋮ Granulometric smoothing ⋮ Nonparametric Estimation of Regression Level Sets ⋮ Central limit theorems for local empirical processes near boundaries of sets ⋮ Estimating the Support of a High-Dimensional Distribution ⋮ Estimation of regression contour clusters -- an application of the excess mass approach to regression ⋮ Kernel estimation of density level sets ⋮ Complexity-penalized estimation of minimum volume sets for dependent data ⋮ Small nonparametric tolerance regions for directional data ⋮ The silhouette, concentration functions and ML-density estimation under order restrictions. ⋮ Rates of Convergence for a Bayesian Level Set Estimation ⋮ Minimum volume sets and generalized quantile processes ⋮ On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions. ⋮ A multi-scale seriation algorithm for clustering sparse imbalanced data: application to spike sorting ⋮ Smallest nonparametric tolerance regions. ⋮ Set-indexed conditional empirical and quantile processes based on dependent data

Cites Work

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• Cube root asymptotics
• Rates of growth and sample moduli for weighted empirical processes indexed by sets
• The length of the shorth
• Moment inequalities for random variables in computational geometry
• Uniform convergence of the empirical distribution function over convex sets
• Asymptotics via empirical processes. With comments and a rejoinder by the author
• Estimation of the mode
• Excess Mass Estimates and Tests for Multimodality
• Estimation of a Convex Density Contour in Two Dimensions
• An Iterative Method for Estimating a Multivariate Mode and Isopleth
• Estimation of Correlation Coefficients by Ellipsoidal Trimming
• Minimum Covering Ellipses
• Random Fourier Series with Applications to Harmonic Analysis. (AM-101)
• On Estimation of the Mode
• Robust Estimates of Location: Survey and Advances
• Convergence of stochastic processes

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