Shape constrained kernel density estimation

dc.contributor.author	Birke, Melanie
dc.date.accessioned	2008-11-26T14:38:01Z
dc.date.available	2008-11-26T14:38:01Z
dc.date.issued	2008-11-26T14:38:01Z
dc.description.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.	en
dc.identifier.uri	http://hdl.handle.net/2003/25871
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-14453
dc.language.iso	en	de
dc.subject	Convexity	en
dc.subject	Log-concavity	en
dc.subject	Monotone rearrangement	en
dc.subject	Monotonicity	en
dc.subject	Nonparametric density estimation	en
dc.subject.ddc	004
dc.title	Shape constrained kernel density estimation	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access
eldorado.dnb.deposit	true

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