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Asymptotics and optimal bandwidth selection for highest density region estimation
Density contour density level set kernel density estimator
2010/10/14
We study kernel estimation of highest-density regions (HDR). Our main contributions are two-fold. First, we derive a uniform-in-bandwidth asymptotic approximation to a risk that is appropriate for HD...
Objective Bayesian point and region estimation in location-scale models
Confidence Intervals Credible Regions Decision Theory Intrinsic Discrepancy Intrinsic Loss Location-Scale Models Noninformative Prior Reference Analysis Region Estimation Point Estimation
2009/2/23
Point and region estimation may both be described as specific decision problems. In point estimation,the action space is the set of possible values of the quantity on interest; in region estimation, t...