Skip navigation
Skip navigation

Real-Time Density and Mode Estimation With Application to Time-Dynamic Mode Tracking

Hall, Peter; Muller, Hans-Georg; Wu, Ping-Shi


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....[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
Source: Journal of Computational and Graphical Statistics
DOI: 10.1198/106186006X94333


File Description SizeFormat Image
01_Hall_Real-Time_Density_and_Mode_2006.pdf1.03 MBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator