Constructing a regular histogram: a comparison of methods

P. Laurie Davies, Ursula Gather, Daniel Nordman and Henrike Weinert

No 2007,14, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: Even for a well-trained statistician the construction of a histogram for a given real-valued set is a sifficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the binss in a satisfactory manner for a wide range of data sets. In this paper we compare several histogram construction methods by means of a simulation study. The study includes plug-in methods, cross-validation, penalized maximum likehood and the taut string procedure. Their performance on different test beds is measured by the Hellinger distance and the ability to identify the modes of the underlying density.

Keywords: regular histogramm; model selection; penalized likehood; taut-string (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.econstor.eu/bitstream/10419/24999/1/534757278.PDF (application/pdf)

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:zbw:sfb475:200714

Access Statistics for this paper

More papers in Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().