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 Log-concavity Monotone rearrangement Monotonicity Nonparametric density estimation |
URI: | http://hdl.handle.net/2003/25871 http://dx.doi.org/10.17877/DE290R-14453 |
Issue Date: | 2008-11-26T14:38:01Z |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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tr08-08-Birke.pdf | DNB | 220.64 kB | Adobe PDF | View/Open |
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