場次內容
講題:Efficient estimation of the mode of continuous multivariate data
講者:吳鐵肩 博士 國立成功大學統計所教授
時間:2013年4月19日星期五 下午 3:00 ~ 5:00
地點:臺灣大學博雅教學館408講堂
名額:40位
摘要:
Mode estimation is an important task, because it has applications to data from a wide variety of sources. Many mode estimates have been proposed with most based on nonparametric density estimates. However, mode estimates obtained by such methods, although they perform excellently with large sample sizes, perform non-satisfactorily with practical (i.e., small to moderate) sample sizes. Recently, Bickel (2003, Journal of Statistical Computation and Simulation, V. 73, pp. 889-912) proposed an efficient method to estimate the mode of continuous univariate data, and showed that its performance is excellent with small to moderate sample sizes. In this paper, we extend Bickel's method to the continuous multivariate data by using the multivariate Box-Cox transform. The excellent performance of the proposed method at practical sample sizes is dem