Optimal Kernel for Kernel-Based Modal Statistical Methods

Ryoya Yamasaki; Toshiyuki Tanaka

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arXiv · 2304.10046

Optimal Kernel for Kernel-Based Modal Statistical Methods

Ryoya Yamasaki·Toshiyuki Tanaka

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Abstract

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to the estimation accuracy of these methods. In particular, we theoretically show a (multivariate) optimal kernel that minimizes its analytically-obtained asymptotic error criterion when using an optimal bandwidth, among a certain kernel class defined via the number of its sign changes.

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Ryoya Yamasaki, Toshiyuki Tanaka. 2023-04-20. Optimal Kernel for Kernel-Based Modal Statistical Methods. https://arxiv.org/abs/2304.10046

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