Combinatorial Methods in Density Estimation /

Density estimation has evolved enormously since the days of bar plots and histograms, but researchers and users are still struggling with the problem of the selection of the bin widths. This text explores a new paradigm for the data-based or automatic selection of the free parameters of density esti...

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Bibliographic Details
Main Author: Devroye, Luc
Corporate Author: SpringerLink (Online service)
Other Authors: Lugosi, Gábor
Format: eBook
Language:English
Published: New York, NY : Springer New York, 2001.
Series:Springer series in statistics.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • Concentration Inequalities
  • Uniform Deviation Inequalities
  • Combinatorial Tools
  • Total Variation
  • Choosing a Density Estimate from a Collection
  • Skeleton Estimates
  • The Minimum Distance Estimate: Examples
  • The Kernel Density Estimate
  • Additive Estimates and Data Splitting
  • Bandwidth Selection for Kernel Estimates
  • Multiparameter Kernel Estimates
  • Wavelet Estimates
  • The Transformed Kernel Estimate
  • Minimax Theory
  • Choosing the Kernel Order
  • Bandwidth Choice with Superkernels.