Authors: Birke, Melanie
Title: Shape constrained kernel density estimation
Language (ISO): en
Abstract: 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 modified 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 finite sample behavior.
Subject Headings: Convexity
Monotone rearrangement
Nonparametric density estimation
Issue Date: 2008-11-26T14:38:01Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

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