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Adaptive Density Estimation Based on the Mode Existence TestJawhar, Nizar Sami 01 May 1996 (has links)
The kernel persists as the most useful tool for density estimation. Although, in general, fixed kernel estimates have proven superior to results of available variable kernel estimators, Minnotte's mode tree and mode existence test give us newfound hope of producing a useful adaptive kernel estimator that triumphs when the fixed kernel methods fail. It improves on the fixed kernel in multimodal distributions where the size of modes is unequal, and where the degree of separation of modes varies. When these latter conditions exist, they present a serious challenge to the best of fixed kernel density estimators. Capitalizing on the work of Minnotte in detecting multimodality adaptively, we found it possible to determine the bandwidth h adaptively in a most original fashion and to estimate the mixture normals adaptively, using the normal kernel with encouraging results.
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