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Density Estimation from Aggregate Data

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Summary

A kernel density estimator, constructed from a combination of disaggregate data subject to sampling bias and aggregate data, is described. The asymptotic performance of the estimator is explored, and details of an algorithm for its implementation are given. The issue of bandwidth selection is addressed. Use of the estimator is illustrated through two examples. The first involves simulated data while the second example concerns traffic speed data collected by automatic vehicle detectors on Interstate 5 near Seattle.

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Acknowledgments

The helpful comments of two anonymous referees are gratefully acknowledged. The author also acknowledges useful discussions with Dr. Berwin Turlach.

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Authors and Affiliations

  1. School of Mathematics and Statistics, University of Western Australia, 35 Stirling Highway, Crawley, WA, 6009, Australia

    Martin Hazelton

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  1. Martin Hazelton
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Hazelton, M. Density Estimation from Aggregate Data. CompStat 19, 407–423 (2004). https://doi.org/10.1007/BF03372104

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