Publication: Total error in a plug-in estimator of level sets
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2003-05
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Abstract
Given a probability density f on R^d, the minimum volume set of probability content á can be estimated by the level set of the same probability content corresponding to a kernel estimator of f. We obtain convergence rates for this plug-in estimator with respect to a measure-based distance between sets. This distance has a straightforward interpretation in the context of cluster analysis.