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系統識別號 U0026-1707201319581100
論文名稱(中文) 多維度核密度函數偏導數之帶寬選擇與密度函數的眾數估計
論文名稱(英文) Bandwidth selectors for kernel estimation of density partial derivatives and mode estimates of multivariate data
校院名稱 成功大學
系所名稱(中) 統計學系碩博士班
系所名稱(英) Department of Statistics
學年度 101
學期 2
出版年 102
研究生(中文) 許志遠
研究生(英文) Chih-Yuan Hsu
學號 r28951026
學位類別 博士
語文別 英文
論文頁數 88頁
口試委員 指導教授-吳鐵肩
口試委員-李隆安
口試委員-樊采虹
口試委員-任眉眉
口試委員-馬瀰嘉
中文關鍵字 密度函數估計  交叉確認  密度函數的偏導數  加權平均  半參數法 
英文關鍵字 Density estimation  cross-validation  density partial derivatives  weighted average  semi-parametric approach 
學科別分類
中文摘要 假設我們觀察到一組樣本數為n的多維資料,母體分佈未知。在本論文中,有兩個主題被研究:一是多維度核密度函數偏導數之帶寬選擇,二是多維密度函數的眾數估計。在第一個主題中,我們提出的估計量具有漸近常態、根號n的收斂速度與變異數達到推測的訊息下界(information bound)等大樣本性質。而在第二個主題中,我們提出兩個眾數估計量。首先,我們推廣Bickel (2003) 的方法並且應用多維的Box-Cox 變換,得到我們的第一個估計量。我們發現它在小樣本的表現尤其傑出。然而,也發現它可能有不一致性(non-consistent)的問題產生。為了改善這個問題,我們使用了有母數(parametric)密度函數估計與無母數(nonparametric)密度函數估計加權平均的方法。結果證實,第二個估計量不但保有小樣本的優良表現並且也成功的克服在大樣本時不一致的缺點。
英文摘要 Based on a random sample of size n from an unknown multivariate density f, two research topics are investigated: (i) bandwidth selection in multivariate kernel density partial derivatives, and (ii) mode estimation of a multivariate density. On the topic (i), a bandwidth selector is proposed, which extends the ones of Wu (1997) and Wu and Tsai (2004). The bandwidth selector is asymptotically normal with the optimal root n relative convergence rate and achieves the (conjectured) “lower bound” on the covariance matrix. On the topic (ii), two mode estimates are proposed. The first one is a multivariate extension to the one of Bickel (2003), which is an application of the joint Box-Cox transform. Also, we show that the estimate is quite efficient when the sample size n is relatively small. However, the first one may not be consistent due to the restriction of the transform method. To solve the non-consistent problem, the second estimate is proposed, which is based on a weighted average of a parametric density estimate and a nonparametric density estimate. It is shown that the estimate not only keeps the strengths of the first one at small n but also overcomes the non-consistent drawback at large n.
論文目次 1 Introduction 1
2 Bandwidth Selection in Multivariate Kernel Density Partial Derivatives
3
2.1 Introduction to Bandwidth Selection . . . . . . . . . . . . . . . . . . . 3
2.2 The Proposed method . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.2.1 The Source of Variation . . . . . . . . . . . . . . . . . . . . . . 6
2.2.2 The Proposed Bandwidth Selector . . . . . . . . . . . . . . . . . 8
2.2.3 The Theoretical Results . . . . . . . . . . . . . . . . . . . . . . 10
2.2.4 The Modification of the Proposed Bandwidth Selector . . . . . . 11
2.3 Simulation Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3 Mode Estimation of a Multivariate Density 16
3.1 Introduction to Mode Estimation . . . . . . . . . . . . . . . . . . . . . 16
3.2 An Efficient Mode Estimate . . . . . . . . . . . . . . . . . . . . . . . . 19
3.2.1 The Proposed Estimator . . . . . . . . . . . . . . . . . . . . . . 19
3.3 Simulation Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.3.1 Simulation Study for i.i.d. Data from a Unimodal Density . . . 23
3.3.2 Sensitivity to Multimodalities . . . . . . . . . . . . . . . . . . . 24
3.3.3 Simulation Study for Dependent Data . . . . . . . . . . . . . . 25
3.3.4 Simulation Study for Functional Data . . . . . . . . . . . . . . . 26
3.3.5 Real Data Applications . . . . . . . . . . . . . . . . . . . . . . . 28
3.4 Mode Estimate by a Semi-Parametric Method . . . . . . . . . . . . . . 30
3.4.1 The Proposed Estimator . . . . . . . . . . . . . . . . . . . . . . 30
3.4.2 Theoretical Results . . . . . . . . . . . . . . . . . . . . . . . . . 33
3.4.3 Simulation Results . . . . . . . . . . . . . . . . . . . . . . . . . 34
4 Conclusions 37
5 Proofs 38
5.1 Theorem 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.2 Theorem 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
5.3 Theorems 3 and 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
Appendix A Tables and Figures 58
Bibliography 85

List of Tables
2.1 Table 1. Parameters for eight example normal mixture densities. . . . . . . 14
3.1 Table 2. Parameters for six example bivariate unimodal densities. . . . . . 24
3.2 Table 3. Parameters for four example bivariate multimodal densities. . . . 24
3.3 Table 4. Parameters for six example univariate densities. . . . . . . . . . . 36
3.4 Table 5. Parameters for six example bivariate densities. . . . . . . . . . . 36
A.1 Tables A1 - A8. Simulation Results for Estimating fm when the bandwidth
in each coordinate direction is the same. . . . . . . . . . . . . . . . . . . . 58
A.2 Tables B1 - B8. Simulation Results for Estimating fm when the bandwidth
in each coordinate direction varies freely. . . . . . . . . . . . . . . . . . . . 66
A.3 Table C1. MSE of mode estimate for the six example bivariate unimodal
densities. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
A.4 Table C2. MSE of mode estimate for the four example multimodal densities. 74
A.5 Table C3. MSE of mode estimate for the four example ARMA processes
with  = (8; 8). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
A.6 Table C4. Mean L2-norm error of functional mode estimate. . . . . . . . . 75
A.7 Table C5. The relative frequency (in %) of correct recognition out of approximately
350 instances for each digit from the test set. . . . . . . . . . 75
A.8 Tables D1 and D2. MSE of mode estimate for the twelve densities #1 -
#12 defined in Tables 3 and 4. . . . . . . . . . . . . . . . . . . . . . . . . 76

List of Figures
A.1 Figure 1. Contour plots of the bivariate densities #1 - #6 de ned in Table 1. . 78
A.2 Figure 2. Contour plots of the bivariate unimodal densities #1 - #6 de ned in
Table 2. The solid circle indicates the location of the mode. . . . . . . . . . . . . 79
A.3 Figure 3. Contour plots of the bivariate multimodal densities #7 - #10 de ned in
Table 3. The solid circle and solid triangle indicate the locations of the major mode
and minor mode(s), respectively. . . . . . . . . . . . . . . . . . . . . . . . . 80
A.4 Figure 4. The scatter plot of climatology data (gray open circles), the four modes
A, B, C, D by Corti et al. (1999) (open triangles), the two best candidates for
modes by Burman and Polonik (2009) (solid stars); and the mode estimates ˆmT
(solid circle), ˆmF (solid square), ˆmM (solid triangle), ˆmP (solid diamond) and ˆmS
(plus sign). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
A.5 Figure 5. Results using the training set. The top row shows the (approximately)
750 poly-lines for each digit. The 2nd to the 6th rows show the mode estimates ˆmT ,
ˆmF , ˆmM, ˆmP and ˆmS, respectively, while the 8 points (solid dots) constituting a
mode estimate are connected sequentially to visualize an estimated digit. . . . . . . 82
A.6 Figure 6. Density plots of the univariate densities #1 - #6 de ned in Table 3. . . 83
A.7 Figure 7. Contour plots of the bivariate densities #7 - #12 de ned in Table 4. The
solid circle and solid triangle indicate the locations of the major mode and minor
mode(s), respectively. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
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