A comparison of automatic histogram constructions

P.L. Davies, U. Gather, D.J. Nordman, H. Weinert

Research output: Contribution to journalArticleAcademicpeer-review

7 Citations (Scopus)
2 Downloads (Pure)

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 procedures 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 their ability to identify the peaks of an underlying density as well as by Hellinger distance.
Original languageEnglish
Pages (from-to)181-196
JournalESAIM : Probability and Statistics
Volume13
DOIs
Publication statusPublished - 2009

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