Density estimation methods based on aggregating several estimators are described and compared over several simulation models. We show that aggregation gives rise in general to better estimators than simple methods lik...Density estimation methods based on aggregating several estimators are described and compared over several simulation models. We show that aggregation gives rise in general to better estimators than simple methods like histograms or kernel density estimators. We suggest three new simple algorithms which aggregate histograms and compare very well to all the existing methods.展开更多
文摘Density estimation methods based on aggregating several estimators are described and compared over several simulation models. We show that aggregation gives rise in general to better estimators than simple methods like histograms or kernel density estimators. We suggest three new simple algorithms which aggregate histograms and compare very well to all the existing methods.
