Optimisation of Smoothing Parameter of Diffeomorphism Kernel Estimate for Bounded Random Data

Molka Troudi, Faouzi Ghorbel

Abstract

The Diffeomorphism Kernel Density Estimator (DKDE) requires the estimation of an optimal value of the bandwidth to ensure a reliable pdf estimation of bounded distributions. In this paper, we suggest to approach the optimal bandwidth value by adapting Plug-in algorithm to DKDE estimator. We will show that the pro-posal method allows better density estimation in the MISE sense. Otherwise, the Gibbs phenomenon com-pletely disappears. These results are illustrated by some bounded and semi bounded distributions simulations.

References

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Paper Citation


in Harvard Style

Troudi M. and Ghorbel F. (2012). Optimisation of Smoothing Parameter of Diffeomorphism Kernel Estimate for Bounded Random Data . In Proceedings of the International Conference on Signal Processing and Multimedia Applications and Wireless Information Networks and Systems - Volume 1: SIGMAP, (ICETE 2012) ISBN 978-989-8565-25-9, pages 56-61. DOI: 10.5220/0004073600560061


in Bibtex Style

@conference{sigmap12,
author={Molka Troudi and Faouzi Ghorbel},
title={Optimisation of Smoothing Parameter of Diffeomorphism Kernel Estimate for Bounded Random Data},
booktitle={Proceedings of the International Conference on Signal Processing and Multimedia Applications and Wireless Information Networks and Systems - Volume 1: SIGMAP, (ICETE 2012)},
year={2012},
pages={56-61},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004073600560061},
isbn={978-989-8565-25-9},
}


in EndNote Style

TY - CONF
JO - Proceedings of the International Conference on Signal Processing and Multimedia Applications and Wireless Information Networks and Systems - Volume 1: SIGMAP, (ICETE 2012)
TI - Optimisation of Smoothing Parameter of Diffeomorphism Kernel Estimate for Bounded Random Data
SN - 978-989-8565-25-9
AU - Troudi M.
AU - Ghorbel F.
PY - 2012
SP - 56
EP - 61
DO - 10.5220/0004073600560061