Asymptotics and optimal bandwidth selection for highest density region estimation

DOI10.1214/09-AOS766zbMath1189.62061arXiv1010.0591MaRDI QIDQ973884

Richard J. Samworth, Matthew P. Wand

Publication date: 26 May 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0591

zbMATH Keywords

kernel density estimatordensity level setdensity contourplug-in bandwidth selection

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Wavelet-based gradient boosting, A data-adaptive method for estimating density level sets under shape conditions, GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS, Smallest covering regions and highest density regions for discrete distributions, Modal clustering asymptotics with applications to bandwidth selection, Confidence regions for level sets, A Review on Modal Clustering, Optimal subgroup selection, Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions, Hypothesis testing based on a vector of statistics, Asymptotic properties of plug-in level set estimators for right censored data, Distribution-Free Prediction Sets, Nonparametric estimation of directional highest density regions, Level Set Estimation, Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach, Asymptotics and optimal bandwidth for nonparametric estimation of density level sets, Nonparametric estimation of regression level sets using kernel plug-in estimator, Continuous record Laplace-based inference about the break date in structural change models, Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions, Optimal weighted nearest neighbour classifiers, A comparative simulation study of data-driven methods for estimating density level sets, Inference for the mode of a log-concave density, Kernel Conditional Density Estimation When the Regressor is Valued in a Semi-Metric Space

Uses Software

• R
• KernSmooth
• hdrcde

Cites Work

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• Uniform Central Limit Theorems
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