Total error in a plug-in estimator of level sets

Amparo Baíllo

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: Given a probability density f on R^d, the minimum volume set of probability content á can be estimated by the level set of the same probability content corresponding to a kernel estimator of f. We obtain convergence rates for this plug-in estimator with respect to a measure-based distance between sets. This distance has a straightforward interpretation in the context of cluster analysis.

Date: 2003-05
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:ws032806

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