Bagging of Density Estimators - Archive ouverte HAL
Article Dans Une Revue Computational Statistics Année : 2019

Bagging of Density Estimators

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.
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Dates et versions

hal-01856183 , version 1 (09-08-2018)
hal-01856183 , version 2 (22-08-2018)

Identifiants

Citer

Mathias Bourel, Jairo Cugliari. Bagging of Density Estimators. Computational Statistics, 2019, 34 (4), pp.1849-1869. ⟨10.1007/s00180-019-00889-9⟩. ⟨hal-01856183v2⟩
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