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 |