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Technische Universität Dortmund >
Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, Technische Universität Dortmund >
Technical Reports, SFB 475, TU Dortmund >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/41047
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Rozenholc, Yves | | en_US |
| dc.contributor.author | | Mildenberger, Thoralf | | en_US |
| dc.contributor.author | | Gather, Ursula | | en_US |
| dc.date.accessioned | | 2009-09-02 | | en_US |
| dc.date.accessioned | | 2010-10-18T13:05:57Z | | - |
| dc.date.available | | 2010-10-18T13:05:57Z | | - |
| dc.date.issued | | 2009 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/41047 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Univ., SFB 475 Dortmund | | en_US |
| dc.relation.ispartofseries | | Technical Report // Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2009,04 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | irregular histogram | | en_US |
| dc.subject.keyword | | density estimation | | en_US |
| dc.subject.keyword | | penalized likelihood | | en_US |
| dc.subject.keyword | | dynamic programming | | en_US |
| dc.title | | Constructing irregular histograms by penalized likelihood | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 60804363X | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | Technical Reports, SFB 475, TU Dortmund
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