Density Level Sets: Asymptotics, Inference, and Visualization

Yen-Chi Chen, Christopher R. Genovese and Larry Wasserman

Journal of the American Statistical Association, 2017, vol. 112, issue 520, 1684-1696

Abstract: We study the plug-in estimator for density level sets under Hausdorff loss. We derive asymptotic theory for this estimator, and based on this theory, we develop two bootstrap confidence regions for level sets. We introduce a new technique for visualizing density level sets, even in multidimensions, which is easy to interpret and efficient to compute. Supplementary materials for this article are available online.

Date: 2017
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Citations: View citations in EconPapers (9)

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DOI: 10.1080/01621459.2016.1228536

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