Feature significance for multivariate kernel density estimation

Tarn Duong, Arianna Cowling, Inge Koch, M. P. Wand

Research output: Contribution to journalArticle

51 Citations (Scopus)

Abstract

Multivariate kernel density estimation provides information about structure in data. Feature significance is a technique for deciding whether features-such as local extrema-are statistically significant. This paper proposes a framework for feature significance in d-dimensional data which combines kernel density derivative estimators and hypothesis tests for modal regions. For the gradient and curvature estimators distributional properties are given, and pointwise test statistics are derived. The hypothesis tests extend the two-dimensional feature significance ideas of Godtliebsen et al. [Godtliebsen, F., Marron, J.S., Chaudhuri, P., 2002. Significance in scale space for bivariate density estimation. Journal of Computational and Graphical Statistics 11, 1-21]. The theoretical framework is complemented by novel visualization for three-dimensional data. Applications to real data sets show that tests based on the kernel curvature estimators perform well in identifying modal regions. These results can be enhanced by corresponding tests with kernel gradient estimators.

Original languageEnglish
Pages (from-to)4225-4242
Number of pages18
JournalComputational Statistics and Data Analysis
Volume52
Issue number9
DOIs
Publication statusPublished - 15 May 2008
Externally publishedYes

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