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Bandwidth selection is crucial in the kernel estimation of density level sets. A risk based on the symmetric difference between the estimated and true level sets is usually used to measure their proximity. In this paper we provide an…

Statistics Theory · Mathematics 2020-01-01 Wanli Qiao

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Statistics Theory · Mathematics 2007-06-13 Arthur Berg , Dimitris Politis

It is shown that, for kernel-based classification with univariate distributions and two populations, optimal bandwidth choice has a dichotomous character. If the two densities cross at just one point, where their curvatures have the same…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Kee-Hoon Kang

We investigate the discrepancy principle for choosing smoothing parameters for kernel density estimation. The method is based on the distance between the empirical and estimated distribution functions. We prove some new positive and…

Statistics Theory · Mathematics 2015-03-19 Thoralf Mildenberger

This study investigates the effect of bandwidth selection via a plug-in method on the asymptotic structure of the nonparametric kernel density estimator. We generalise the result of Hall and Kang (2001) and find that the plug-in method has…

Statistics Theory · Mathematics 2022-10-05 Shunsuke Imai , Yoshihiko Nishiyama

We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured in $L_1$. No additional assumptions are imposed to the…

Statistics Theory · Mathematics 2016-12-28 Kairat Mynbaev , Carlos Martins-Filho

In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…

Methodology · Statistics 2011-11-28 Bin Wang , Xiaofeng Wang

Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…

Information Theory · Computer Science 2017-02-13 Weihao Gao , Sewoong Oh , Pramod Viswanath

We consider bandwidth matrix selection for kernel density estimators (KDEs) of density level sets in $\mathbb{R}^d$, $d \ge 2$. We also consider estimation of highest density regions, which differs from estimating level sets in that one…

Methodology · Statistics 2018-10-26 Charles R. Doss , Guangwei Weng

Kernel density estimators with circular data have been studied extensively for decades, as they allow flexible estimations even when the shape of the underlying density is complex. Many recent studies have examined bias correction methods;…

Methodology · Statistics 2026-03-03 Yasuhito Tsuruta

Allthough nonparametric kernel density estimation with bias reduce is nowadays a standard technique in explorative data-analysis, there is still a big dispute on how to assess the quality of the estimate and which choice of bandwidth is…

Methodology · Statistics 2019-03-26 Hamza Dhakera , El Hadji Demeb , Youssou Cissb

The modes of a statistical population are high frequency points around which most of the probability mass is accumulated. For the particular case of circular densities, we address the problem of testing if, given an observed sample of a…

Methodology · Statistics 2025-01-07 Diego Bolón , Rosa M. Crujeiras , Alberto Rodríguez-Casal

We focus on the nonparametric density estimation problem with directional data. We propose a new rule for bandwidth selection for kernel density estimation. Our procedure is automatic, fully data-driven and adaptive to the smoothness degree…

Statistics Theory · Mathematics 2018-08-08 Thanh Mai Pham Ngoc

A new method of bandwidth selection for kernel density estimators is proposed. The method, termed indirect cross-validation, or ICV, makes use of so-called selection kernels. Least squares cross-validation (LSCV) is used to select the…

Methodology · Statistics 2008-12-02 Olga Y. Savchuk , Jeffrey D. Hart , Simon J. Sheather

Kernel density estimation is a convenient way to estimate the probability density of a distribution given the sample of data points. However, it has certain drawbacks: proper description of the density using narrow kernels needs large data…

Data Analysis, Statistics and Probability · Physics 2015-02-27 Anton Poluektov

It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation,…

Methodology · Statistics 2021-04-27 Zhen-Wei Li , Ping He

We formulate an optimization problem to estimate probability densities in the context of multidimensional problems that are sampled with uneven probability. It considers detector sensitivity as an heterogeneous density and takes advantage…

Machine Learning · Computer Science 2025-06-04 Aleix Boquet-Pujadas , Pol del Aguila Pla , Michael Unser

In this paper, we deal with the data-driven selection of multidimensional and possibly anisotropic bandwidths in the general framework of kernel empirical risk minimization. We propose a universal selection rule, which leads to optimal…

Statistics Theory · Mathematics 2016-08-11 Michaël Chichignoud , Sébastien Loustau

This paper introduces a new type of probabilistic semiparametric model that takes advantage of data binning to reduce the computational cost of kernel density estimation in nonparametric distributions. Two new conditional probability…

Machine Learning · Computer Science 2026-04-02 Rafael Sojo , Javier Díaz-Rozo , Concha Bielza , Pedro Larrañaga

We provide a way to infer about existence of topological circularity in high-dimensional data sets in $\mathbb{R}^d$ from its projection in $\mathbb{R}^2$ obtained through a fast manifold learning map as a function of the high-dimensional…

Machine Learning · Statistics 2016-12-30 Susovan Pal , Praneeth Vepakomma