Many statistical problems require estimating a density function, say f , from data samples. Multivariate highest-density regions (HDRs) are considered - i.e., minimum volume sets containing a given probability - typically computed using a density …
We investigate the problem of deriving highest density regions (HDRs) from multivariate data samples. We are interested in estimating minimum volume sets that contain a given probability. In the case of unknown distribution probabilities f, the …
We investigate the problem of deriving highest density regions (HDRs) from multivariate data samples. We are interested in estimating minimum volume sets that contain a given probability. In the case of unknown distribution probabilities f, the …