Open Journal of Statistics

Volume 3, Issue 5 (October 2013)

ISSN Print: 2161-718X   ISSN Online: 2161-7198

Google-based Impact Factor: 0.53  Citations  

Aggregating Density Estimators: An Empirical Study

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DOI: 10.4236/ojs.2013.35040    4,548 Downloads   7,455 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.

Share and Cite:

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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