Nonparametric inference for interval data using kernel methods

被引:0
|
作者
Park, Hoyoung [1 ]
Loh, Ji Meng [2 ]
Jang, Woncheol [3 ]
机构
[1] Sookmyung Womens Univ, Seoul, South Korea
[2] New Jersey Inst Technol, Newark, NJ USA
[3] Seoul Natl Univ, Seoul, South Korea
基金
新加坡国家研究基金会;
关键词
Cross validation; kernel density estimation; Nadaraya-Watson estimator; symbolic data; BANDWIDTH SELECTION; DENSITY-ESTIMATION;
D O I
10.1080/10485252.2022.2160980
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Symbolic data have become increasingly popular in the era of big data. In this paper, we consider density estimation and regression for interval-valued data, a special type of symbolic data, common in astronomy and official statistics. We propose kernel estimators with adaptive bandwidths to account for variability of each interval. Specifically, we derive cross-validation bandwidth selectors for density estimation and extend the Nadaraya-Watson estimator for regression with interval data. We assess the performance of the proposed methods in comparison with existing kernel methods by extensive simulation studies and real data analysis.
引用
收藏
页码:455 / 473
页数:19
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