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- Bagging of Density Estimators doi link

Auteur(s): Bourel Mathias, Cugliari J.

(Article) Publié: Computational Statistics, vol. p. (2019)
Texte intégral en Openaccess : arXiv


Ref HAL: hal-01856183_v2
Ref Arxiv: 1808.03447
DOI: 10.1007/s00180-019-00889-9
Ref. & Cit.: NASA ADS
Exporter : BibTex | endNote
Résumé:

In this work we give new density estimators by averaging classical density estimators such as the histogram, the frequency polygon and the kernel density estimators obtained over different bootstrap samples of the original data. We prove the L 2-consistency of these new estimators and compare them to several similar approaches by extensive simulations. Based on them, we give also a way to construct non parametric pointwise confidence intervals for the target density.