Arbeitspapier
Shape constrained kernel density estimation
In this paper, a method for estimating monotone, convex and log-concave densities is proposed. The estimation procedure consists of an unconstrained kernel estimator which is modi?ed in a second step with respect to the desired shape constraint by using monotone rearrangements. It is shown that the resulting estimate is a density itself and shares the asymptotic properties of the unconstrained estimate. A short simulation study shows the ?nite sample behavior.
- Language
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Englisch
- Bibliographic citation
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Series: Technical Report ; No. 2008,08
- Subject
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Convexity
log-concavity
monotone rearrangements
monotonicity
nonparametric density estimation
- Event
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Geistige Schöpfung
- (who)
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Birke, Melanie
- Event
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Veröffentlichung
- (who)
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Technische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
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Dortmund
- (when)
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2008
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Birke, Melanie
- Technische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 2008
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