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Davies, P. Laurie
Gather, Ursula
Nordman, Daniel
Weinert, Henrike
Year of Publication: 
Series/Report no.: 
Technical Report 2007,14
Even for a well-trained statistician the construction of a histogram for a given real-valued set is a sifficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the binss in a satisfactory manner for a wide range of data sets. In this paper we compare several histogram construction methods by means of a simulation study. The study includes plug-in methods, cross-validation, penalized maximum likehood and the taut string procedure. Their performance on different test beds is measured by the Hellinger distance and the ability to identify the modes of the underlying density.
regular histogramm
model selection
penalized likehood
Document Type: 
Working Paper

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