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Aggregating Density Estimators: An Empirical Study

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DOI: 10.4236/ojs.2013.35040    3,326 Downloads   5,432 Views   Citations

ABSTRACT

Density estimation methods based on aggregating several estimators are described and compared over several simulation models. We show that aggregation gives rise in general to better estimators than simple methods like histograms or kernel density estimators. We suggest three new simple algorithms which aggregate histograms and compare very well to all the existing methods.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

M. Bourel and B. Ghattas, "Aggregating Density Estimators: An Empirical Study," Open Journal of Statistics, Vol. 3 No. 5, 2013, pp. 344-355. doi: 10.4236/ojs.2013.35040.

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