@techreport{Rozenholc2009Constructing,
abstract = {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.},
address = {Dortmund},
author = {Yves Rozenholc and Thoralf Mildenberger and Ursula Gather},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330; irregular histogram; density estimation; penalized likelihood; dynamic programming},
language = {eng},
number = {2009,04},
publisher = {Univ., SFB 475},
title = {Constructing irregular histograms by penalized likelihood},
type = {Technical Report // Sonderforschungsbereich 475, Komplexit\"{a}tsreduktion in Multivariaten Datenstrukturen, Universit\"{a}t Dortmund},
url = {http://hdl.handle.net/10419/41047},
year = {2009}
}
