Kernel estimation of density level sets

Cadre, BenoI^t

Journal of Multivariate Analysis, 2006, vol. 97, issue 4, 999-1023

Abstract: Let f be a multivariate density and fn be a kernel estimate of f drawn from the n-sample X1,...,Xn of i.i.d. random variables with density f. We compute the asymptotic rate of convergence towards 0 of the volume of the symmetric difference between the t-level set {f[greater-or-equal, slanted]t} and its plug-in estimator {fn[greater-or-equal, slanted]t}. As a corollary, we obtain the exact rate of convergence of a plug-in-type estimate of the density level set corresponding to a fixed probability for the law induced by f.

Keywords: Kernel; estimate; Density; level; sets; Hausdorff; measure (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (17)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(05)00082-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:97:y:2006:i:4:p:999-1023

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().