2018/08/10 by Mathias Bourel, Bourel, Mathias, Jairo Cugliari +1
Mathematics · #FOS: Computer and information sciences #Methodology (stat.ME) #stat.ME
paper · pdf · doi:10.48550/arxiv.1808.03447
arxiv created 2018/08/23 · arxiv updated 2018/08/24
In this work we give new density estimators by averaging classical density estimators such as the histogram, the frequency polygon and the kernel density estimators obtained over different bootstrap samples of the original data. We prove the L 2-consistency of these new estimators and compare them to several similar approaches by extensive simulations. Based on them, we give also a way to construct non parametric pointwise confidence intervals for the target density.