Constraining kernel estimators in ...
Type de document :
Compte-rendu et recension critique d'ouvrage
Titre :
Constraining kernel estimators in semiparametric copula mixture models
Auteur(s) :
Mazo, Gildas [Auteur correspondant]
Mathématiques et Informatique Appliquées du Génome à l'Environnement [Jouy-En-Josas] [MaIAGE]
Université Paris Saclay (COmUE)
Averyanov, Yaroslav [Auteur]
MOdel for Data Analysis and Learning [MODAL]
Mathématiques et Informatique Appliquées du Génome à l'Environnement [Jouy-En-Josas] [MaIAGE]
Université Paris Saclay (COmUE)
Averyanov, Yaroslav [Auteur]
MOdel for Data Analysis and Learning [MODAL]
Titre de la revue :
Computational Statistics and Data Analysis
Pagination :
170-189
Éditeur :
Elsevier
Date de publication :
2019
ISSN :
0167-9473
Mot(s)-clé(s) :
Copula
Semiparametric
Nonparametric
Mixture model
Semiparametric
Nonparametric
Mixture model
Mot(s)-clé(s) en anglais :
Kernel
Clustering
Clustering
Discipline(s) HAL :
Mathématiques [math]
Informatique [cs]
Sciences du Vivant [q-bio]
Informatique [cs]
Sciences du Vivant [q-bio]
Résumé en anglais : [en]
A novel algorithm for performing inference and/or clustering in semiparametric copula-based mixture models is presented. The standard kernel density estimator is replaced by a weighted version that permits to take into ...
Lire la suite >A novel algorithm for performing inference and/or clustering in semiparametric copula-based mixture models is presented. The standard kernel density estimator is replaced by a weighted version that permits to take into account the constraints put on the underlying marginal densities. Lower misclassification error rates and better estimates are obtained on simulations. The pointwise consistency of the weighted kernel density estimator is established under an assumption on the rate of convergence of the sample maximum.Lire moins >
Lire la suite >A novel algorithm for performing inference and/or clustering in semiparametric copula-based mixture models is presented. The standard kernel density estimator is replaced by a weighted version that permits to take into account the constraints put on the underlying marginal densities. Lower misclassification error rates and better estimates are obtained on simulations. The pointwise consistency of the weighted kernel density estimator is established under an assumption on the rate of convergence of the sample maximum.Lire moins >
Langue :
Anglais
Vulgarisation :
Non
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