Search Results - subject:"Kernel Density Estimation"

Bandwidth selection for kernel density estimation: a review of fully automatic selectors

Heidenreich, Nils-Bastian; Schindler, Anja; Sperlich, Stefan - In: AStA Advances in Statistical Analysis 97 (2013) 4, pp. 403-433

On the one hand, kernel density estimation has become a common tool for empirical studies in any research area. This …

Persistent link: https://www.econbiz.de/10010848172

Confidence regions for level sets

Mammen, Enno; Polonik, Wolfgang - In: Journal of Multivariate Analysis 122 (2013) C, pp. 202-214

This paper discusses a universal approach to the construction of confidence regions for level sets {h(x)≥0}⊂Rq of a function h of interest. The proposed construction is based on a plug-in estimate of the level sets using an appropriate estimate ĥn of h. The approach provides finite sample...

Persistent link: https://www.econbiz.de/10011041942

A continuation approach to mode-finding of multivariate Gaussian mixtures and kernel density estimates

Pulkkinen, Seppo; Mäkelä, Marko; Karmitsa, Napsu - In: Journal of Global Optimization 56 (2013) 2, pp. 459-487

Gaussian mixtures (i.e. linear combinations of multivariate Gaussian probability densities) appear in numerous applications due to their universal ability to approximate multimodal probability distributions. Finding the modes (maxima) of a Gaussian mixture is a fundamental problem arising in...

Persistent link: https://www.econbiz.de/10010994087

A gamma kernel density estimation for insurance loss data

Jeon, Yongho; Kim, Joseph H.T. - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 569-579

Fitting insurance loss data can be challenging because of their non-negativity, asymmetry, skewness, and possible multi-modality. Though many parametric models have been used in the actuarial literature, these difficulties call for more flexible models for actuarial applications. In this paper,...

Persistent link: https://www.econbiz.de/10011046646

Bandwidth selection for kernel density estimation with doubly truncated data

Moreira, C.; Van Keilegom, I. - In: Computational Statistics & Data Analysis 61 (2013) C, pp. 107-123

Several bandwidth selection procedures for kernel density estimation of a random variable that is sampled under random …

Persistent link: https://www.econbiz.de/10010617235

Kernel density estimation on the rotation group and its application to crystallographic texture analysis

Hielscher, Ralf - In: Journal of Multivariate Analysis 119 (2013) C, pp. 119-143

We are concerned with kernel density estimation on the rotation group SO(3). We prove asymptotically optimal … kernel functions. Furthermore, we consider kernel density estimation with nonnegative kernel functions and prove analogous … respect to their capability for kernel density estimation. To make our finding applicable, we give a fast algorithm for the …

Persistent link: https://www.econbiz.de/10010678852

Density estimation for data with rounding errors

Wang, B.; Wertelecki, W. - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 4-12

Rounding of data is common in practice. The problem of estimating the underlying density function based on data with rounding errors is addressed. A parametric maximum likelihood estimator and a nonparametric bootstrap kernel density estimator are proposed. Simulations indicate that the maximum...

Persistent link: https://www.econbiz.de/10010666178

A gamma kernel density estimation for insurance loss data

Jeon, Yongho; Kim, Joseph H. T. - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 569-579

Persistent link: https://www.econbiz.de/10010227938

Income distribution and regional convergence in Poland and the European Union

Godziszewski, Bartosz; Kruszka, Michał; Puziak, Marcin - In: Olsztyn economic journal 8 (2013) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10010506170

A class of semiparametric ordinary ridge estimators of regression coefficients

Wang, Huansha - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 15-27

Persistent link: https://www.econbiz.de/10010338359