Section: New Results

Comparaison of kernel density estimators with assumption on number of modes : application on environmental monitoring data

Participant : Jérôme Saracco.

A data-driven bandwidth choice for a kernel density estimator called critical bandwidth is investigated. This procedure allows the estimation to have as many modes as assumed for the density to estimate. Both Gaussian and uniform kernels are considered. For the Gaussian kernel, asymptotic results are given. For the uniform kernel, an argument against these properties is mentioned. These theoretical results are illustrated with a simulation study that compares the kernel estimators that rely on critical bandwidth with another one that uses a plug-in method to select its bandwidth. An estimator that consists in estimates of density contour clusters and takes assumptions on number of modes into account is also considered. Finally, the methodology is illustrated using environment monitoring data.

This work is in collaboration with G. Durrieu from Vannes University and R. Coudret. It will be published in Communication in Statistics - Simulation and Computation [28] .