Bandwidth Selection in an EM-like algorithm for nonparametric multivariate mixtures - Archive ouverte HAL
Chapitre D'ouvrage Année : 2011

Bandwidth Selection in an EM-like algorithm for nonparametric multivariate mixtures

Résumé

In this paper we describe a method to select the bandwidth used in the nonparametric EM (npEM) algorithm of Benaglia et. al. (2008). This method is a generalization of the Silverman's rule of thumb used to select a bandwidth in kernel density estimation, and it results in one bandwidth for each mixture component and each block of conditionally independent and identically distributed repeated measures.
Fichier principal
Vignette du fichier
npEM_bandwidth.pdf (446.63 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-00353297 , version 1 (15-01-2009)

Identifiants

  • HAL Id : hal-00353297 , version 1

Citer

Tatiana Benaglia, Didier Chauveau, David R. Hunter. Bandwidth Selection in an EM-like algorithm for nonparametric multivariate mixtures. World Scientific Publishing Co. Nonparametric Statistics and Mixture Models: A Festschrift in Honor of Thomas P. Hettmansperger, World Scientific Publishing Co., pp.15-27, 2011. ⟨hal-00353297⟩
346 Consultations
609 Téléchargements

Partager

More