基于时刻的密度估计器的光滑级别选择
Rosa M García-Fernández1, Federico Palacios-González1
1Department of Quantitative Methods for Economics and Business, Faculty of Economics and Business Sciences, University of Granada, Granada, Spain.
Journal of applied statistics
|August 19, 2024
概括
本研究提出了一种基于时刻的新方法,用于在多分辨率密度估计和内核密度估计中选择平滑参数. 与现有标准相比,这种方法在多式联运密度方面提供了更高的性能.
科学领域:
- 统计 统计 统计 统计
- 数据科学数据科学数据科学
- 计算统计学 计算统计学
背景情况:
- 密度估计对于理解数据分布至关重要.
- 选择最佳的光滑参数 (带宽) 是非参数和多分辨率密度估计的一个关键挑战.
- 像BIC和插件这样的现有方法有局限性,特别是在复杂的分发中.
研究的目的:
- 引入一种用于选择带宽或平滑参数在多分辨率 (MR) 和非参数密度估计中的新方法.
- 根据已确定的标准评估这种新方法的性能.
主要方法:
- 拟议的方法分析了第二,第三和第四个中心时刻的演变以及不同带宽和分辨率水平的密度形状.
- 适用于多分辨率密度估计 (MRDE) 和内核密度估计 (KDE).
主要成果:
- 基于时刻的方法证明了多模式密度的性能提高.
- 在多分辨率密度估计中优于贝叶斯信息标准 (BIC).
- 在内核密度估计中优于插件方法.
结论:
- 时刻方法为密度估计中的带宽选择提供了一个强大的方法.
- 对于多式联网分销来说,它特别有效.
- 为现有的带宽选择技术提供了有价值的替代方案.
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