Authors: Davies, Paul Laurie
Meise, Monika
Title: Smoothing densities under shape constraints
Language (ISO): en
Abstract: In Davies and Kovac (2004) the taut string method was proposed for calculating a density which is consistent with the data and has the minimum number of peaks. The main disadvantage of the taut string density is that it is piecewise constant. In this paper a procedure is presented which gives a smoother density by minimizing the total variation of a derivative of the density subject to the number, positions and heights of the local extreme values obtained from the taut string density. 2000 MSC primary: 62G07
Subject Headings: density estimation
total variation
Issue Date: 2009-08-05T10:01:31Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

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