×

Histograms selection with an Akaike type criterion. (Sélection d’histogrammes à l’aide d’un critère de type Akaike.) (French) Zbl 0969.62023

Summary: We address the problem of choosing a histogram estimator from a sample of some unknown density. We consider regular as well as irregular partitions and propose a penalized maximum likelihood selection criterion. We define the penalty term involved in our criterion in order to minimize non asymptotically the Hellinger risk for the resulting penalized estimator. Our criterion appears either as a mild correction or as a substantial modification of Akaike’s criterion, depending on the complexity of the collection of partitions to be considered.

MSC:

62G07 Density estimation
PDFBibTeX XMLCite
Full Text: DOI