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

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

Description

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
URI: http://hdl.handle.net/1885/19386
Source: Journal of Computational and Graphical Statistics
DOI: 10.1198/106186006X94333

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