دورية أكاديمية
Real-Time Density and Mode Estimation With Application to Time-Dynamic Mode Tracking
| العنوان: | Real-Time Density and Mode Estimation With Application to Time-Dynamic Mode Tracking |
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| المؤلفون: | Hall, Peter, Muller, Hans-Georg, Wu, Ping-Shi |
| المصدر: | Journal of Computational and Graphical Statistics |
| بيانات النشر: | American Statistical Association |
| المجموعة: | Australian National University: ANU Digital Collections |
| مصطلحات موضوعية: | Keywords: Boundary kernel, Mean-shift algorithm, Modal evolution, Nonparametric estimation, Spatio-temporal modeling, Uniform convergence |
| الوصف: | We introduce a nonparametric time-dynamic kernel type density estimate for the situation where an underlying multivariate distribution evolves with time. Based on this timedynamic density estimate, we propose nonparametric estimates for the time-dynamic mode of the underlying distribution. Our estimators involve boundary kernels for the time dimension so that the estimator is always centered at current time, and multivariate kernels for the spatial dimension of the time-evolving distribution. Under certain mild conditions, the asymptotic behavior of density and mode estimators, especially their uniform convergence in both time and space, is derived. A time-dynamic algorithm for mode tracking is proposed, including automatic bandwidth choices, and is implemented via a mean update algorithm. Simulation studies and real data illustrations demonstrate that the proposed methods work well in practice. |
| نوع الوثيقة: | article in journal/newspaper |
| اللغة: | unknown |
| تدمد: | 1061-8600 |
| العلاقة: | http://hdl.handle.net/1885/19386Test; https://openresearch-repository.anu.edu.au/bitstream/1885/19386/5/hall%252Cmuller%252Cwu.pdf.jpgTest; https://openresearch-repository.anu.edu.au/bitstream/1885/19386/7/01_Hall_Real-Time_Density_and_Mode_2006.pdf.jpgTest |
| DOI: | 10.1198/106186006X94333 |
| الإتاحة: | https://doi.org/10.1198/106186006X94333Test http://hdl.handle.net/1885/19386Test https://openresearch-repository.anu.edu.au/bitstream/1885/19386/5/hall%252Cmuller%252Cwu.pdf.jpgTest https://openresearch-repository.anu.edu.au/bitstream/1885/19386/7/01_Hall_Real-Time_Density_and_Mode_2006.pdf.jpgTest |
| رقم الانضمام: | edsbas.2CD14BE5 |
| قاعدة البيانات: | BASE |
| تدمد: | 10618600 |
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| DOI: | 10.1198/106186006X94333 |