Smoothing densities under shape constraints

dc.contributor.authorDavies, Paul Laurie
dc.contributor.authorMeise, Monika
dc.date.accessioned2009-08-05T10:01:31Z
dc.date.available2009-08-05T10:01:31Z
dc.date.issued2009-08-05T10:01:31Z
dc.description.abstractIn 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: 62G07en
dc.identifier.urihttp://hdl.handle.net/2003/26359
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-589
dc.language.isoende
dc.subjectdensity estimationen
dc.subjecttotal variationen
dc.subject.ddc004
dc.titleSmoothing densities under shape constraintsen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access

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