Arbeitspapier
Constructing irregular histograms by penalized likelihood
We propose a fully automatic procedure for the construction of irregular histograms. For a given number of bins, the maximum likelihood histogram is known to be the result of a dynamic programming algorithm. To choose the number of bins, we propose two different penalties motivated by recent work in model selection by Castellan [6] and Massart [26]. We give a complete description of the algorithm and a proper tuning of the penalties. Finally, we compare our procedure to other existing proposals for a wide range of different densities and sample sizes.
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Report ; No. 2009,04
- Thema
-
irregular histogram
density estimation
penalized likelihood
dynamic programming
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Rozenholc, Yves
Mildenberger, Thoralf
Gather, Ursula
- Ereignis
-
Veröffentlichung
- (wer)
-
Technische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
-
Dortmund
- (wann)
-
2009
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:46 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Rozenholc, Yves
- Mildenberger, Thoralf
- Gather, Ursula
- Technische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 2009
Ähnliche Objekte (12)
Constructing irregular histograms by penalized likelihood
Combining regular and irregular histograms by penalized likelihood
Obtaining reliable Likelihood Ratio tests from simulated likelihood functions
Asylum seeking and irregular migration
Empirical likelihood block bootstrapping
Empirical Likelihood Block Bootstrapping
Generalized additive modelling with implicit variable selection by likelihood based boosting
Constructing symmetric generalized FGM copulas by means of certain univariate distributions
Mixed Density based Copula Likelihood
Re-constructing childhood health histories
Constructing fair sports leagues schedules
Disentangling irregular cycles in economic time series
Constructing irregular histograms by penalized likelihood
Combining regular and irregular histograms by penalized likelihood
Obtaining reliable Likelihood Ratio tests from simulated likelihood functions
Asylum seeking and irregular migration
Empirical likelihood block bootstrapping
Empirical Likelihood Block Bootstrapping
Generalized additive modelling with implicit variable selection by likelihood based boosting
Constructing symmetric generalized FGM copulas by means of certain univariate distributions
Mixed Density based Copula Likelihood
Re-constructing childhood health histories
Constructing fair sports leagues schedules
Disentangling irregular cycles in economic time series
Constructing irregular histograms by penalized likelihood
Combining regular and irregular histograms by penalized likelihood
Obtaining reliable Likelihood Ratio tests from simulated likelihood functions
Asylum seeking and irregular migration
Empirical likelihood block bootstrapping
Empirical Likelihood Block Bootstrapping
Generalized additive modelling with implicit variable selection by likelihood based boosting
Constructing symmetric generalized FGM copulas by means of certain univariate distributions
Mixed Density based Copula Likelihood
Re-constructing childhood health histories
Constructing fair sports leagues schedules