Constructing a regular histogram - a comparison of methods
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Date
2007-05-25T12:15:57Z
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Abstract
Even for a well-trained statistician the construction of a histogram for a given
real-valued data set is a difficult problem. It is even more difficult to construct
a fully automatic procedure which specifies the number and widths of the bins in
a satisfactory manner for a wide range of data sets. In this paper we compare
several histogram construction methods by means of a simulation study. The study
includes plug-in methods, cross-validation, penalized maximum likelihood and the
taut string procedure. Their performance on different test beds is measured by the
Hellinger distance and the ability to identify the modes of the underlying density.
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Keywords
Model selection, Penalized likelihood, Regular histogram, Taut-string