Density estimation and comparison with a penalized mixture approach

Schellhase C, Kauermann G (2012)
Computational Statistics 27(4): 757-777.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Abstract / Bemerkung
The paper presents smooth estimation of densities utilizing penalized splines. The idea is to represent the unknown density by a convex mixture of basis densities, where the weights are estimated in a penalized form. The proposed method extends the work of Komarek and Lesaffre (Comput Stat Data Anal 52(7):3441-3458, 2008) and allows for general density estimation. Simulations show a convincing performance in comparison to existing density estimation routines. The idea is extended to allow the density to depend on some (factorial) covariate. Assuming a binary group indicator, for instance, we can test on equality of the densities in the groups. This provides a smooth alternative to the classical Kolmogorov-Smirnov test or an Analysis of Variance and it shows stable and powerful behaviour.
Stichworte
Penalized spline; Density estimation; Mixture density estimation; ANOVA; smoothing
Erscheinungsjahr
2012
Zeitschriftentitel
Computational Statistics
Band
27
Ausgabe
4
Seite(n)
757-777
ISSN
0943-4062
eISSN
1613-9658
Page URI
https://pub.uni-bielefeld.de/record/2544060

Zitieren

Schellhase C, Kauermann G. Density estimation and comparison with a penalized mixture approach. Computational Statistics. 2012;27(4):757-777.
Schellhase, C., & Kauermann, G. (2012). Density estimation and comparison with a penalized mixture approach. Computational Statistics, 27(4), 757-777. doi:10.1007/s00180-011-0289-6
Schellhase, C., and Kauermann, G. (2012). Density estimation and comparison with a penalized mixture approach. Computational Statistics 27, 757-777.
Schellhase, C., & Kauermann, G., 2012. Density estimation and comparison with a penalized mixture approach. Computational Statistics, 27(4), p 757-777.
C. Schellhase and G. Kauermann, “Density estimation and comparison with a penalized mixture approach”, Computational Statistics, vol. 27, 2012, pp. 757-777.
Schellhase, C., Kauermann, G.: Density estimation and comparison with a penalized mixture approach. Computational Statistics. 27, 757-777 (2012).
Schellhase, Christian, and Kauermann, Göran. “Density estimation and comparison with a penalized mixture approach”. Computational Statistics 27.4 (2012): 757-777.

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