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Optimal level sets for representing a bivariate density function

By Pedro Francisco Delicado Useros and Philippe Vieu

Abstract

We deal with the problem of representing a bivariate density function by level sets. The choice of which levels are used in this representation are commonly arbitrary (most usual choices being those with probability contents .25, .5 and .75). Choosing which level is (or which levels are) of most interest is an important practical question which depends on the kind of problem one has to deal with as well as the kind of feature one wishes to highlight in the density. The approach we develop is based on minimum distance ideas.Peer ReviewedPostprint (author's final draft

Topics: Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa, Classificació INSPEC::Optimisation
Year: 2014
OAI identifier: oai:upcommons.upc.edu:2117/106300

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