We present methods for the estimation of level sets, a level set tree, and a volume function of a multivariate density function. The methods are such that the computation is feasible and estimation is statistically efficient in moderate dimensional cases (d ≈ 8) and for moderate sample sizes (n ≈ 50 000). We apply kernel estimation together with an adaptive partition of the sample space. We illustrate how level set trees can be applied in cluster analysis and in flow cytometry.
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