The Shorth Plot

J.H.J. Einmahl, M. Gantner, G. Sawitzki

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Abstract

The shorth plot is a tool to investigate probability mass concentration. It is a graphical representation of the length of the shorth, the shortest interval covering a certain fraction of the distribution, localized by forcing the intervals considered to contain a given point x. It is easy to compute, avoids bandwidth selection problems, and allows scanning for local as well as for global features of the probability distribution. The good performance of the shorth plot is demonstrated through simulations and real data examples. These data as well as an R-package for computation of the shorth plot are available online.
Original languageEnglish
Pages (from-to)62-73
JournalJournal of Computational and Graphical Statistics
Volume19
Issue number1
Publication statusPublished - 2010

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Bandwidth Selection
Short Intervals
Graphical Representation
Forcing
Scanning
Covering
Probability Distribution
Interval
Simulation
Bandwidth
Probability distribution

Cite this

Einmahl, J. H. J., Gantner, M., & Sawitzki, G. (2010). The Shorth Plot. Journal of Computational and Graphical Statistics, 19(1), 62-73.
Einmahl, J.H.J. ; Gantner, M. ; Sawitzki, G. / The Shorth Plot. In: Journal of Computational and Graphical Statistics. 2010 ; Vol. 19, No. 1. pp. 62-73.
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Einmahl, JHJ, Gantner, M & Sawitzki, G 2010, 'The Shorth Plot', Journal of Computational and Graphical Statistics, vol. 19, no. 1, pp. 62-73.

The Shorth Plot. / Einmahl, J.H.J.; Gantner, M.; Sawitzki, G.

In: Journal of Computational and Graphical Statistics, Vol. 19, No. 1, 2010, p. 62-73.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - The Shorth Plot

AU - Einmahl, J.H.J.

AU - Gantner, M.

AU - Sawitzki, G.

N1 - Appeared earlier as CentER Discussion Paper 2008-24

PY - 2010

Y1 - 2010

N2 - The shorth plot is a tool to investigate probability mass concentration. It is a graphical representation of the length of the shorth, the shortest interval covering a certain fraction of the distribution, localized by forcing the intervals considered to contain a given point x. It is easy to compute, avoids bandwidth selection problems, and allows scanning for local as well as for global features of the probability distribution. The good performance of the shorth plot is demonstrated through simulations and real data examples. These data as well as an R-package for computation of the shorth plot are available online.

AB - The shorth plot is a tool to investigate probability mass concentration. It is a graphical representation of the length of the shorth, the shortest interval covering a certain fraction of the distribution, localized by forcing the intervals considered to contain a given point x. It is easy to compute, avoids bandwidth selection problems, and allows scanning for local as well as for global features of the probability distribution. The good performance of the shorth plot is demonstrated through simulations and real data examples. These data as well as an R-package for computation of the shorth plot are available online.

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EP - 73

JO - Journal of Computational and Graphical Statistics

JF - Journal of Computational and Graphical Statistics

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