Density Level Sets: Asymptotics, Inference, and Visualization. Issue 520 (2nd October 2017)

• Record Type: Journal Article
• Authors: Chen, Yen-Chi; Genovese, Christopher R.; Wasserman, Larry
• Is Part Of: Journal of the American Statistical Association. Volume 112:Issue 520(2017)
• Page Start: 1684
• Page End: 1696
• Publication Date: 2017-10-02
• Subjects: Anomaly detection -- Asymptotic theory -- Level set clustering -- Nonparametric inference -- Visualization; Statistics -- Periodicals; Statistics -- Periodicals; Statistiques -- Périodiques; États-Unis -- Statistiques -- Périodiques; 519.5
• DOI: 10.1080/01621459.2016.1228536
• Languages: English
• ISSNs: 0162-1459

Abstract

ABSTRACT: We study the plug-in estimator for density level sets under Hausdorff loss. We derive asymptotic theory for this estimator, and based on this theory, we develop two bootstrap confidence regions for level sets. We introduce a new technique for visualizing density level sets, even in multidimensions, which is easy to interpret and efficient to compute. Supplementary materials for this article are available online.