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Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, Technische Universität Dortmund >
Technical Reports, SFB 475, TU Dortmund >
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http://hdl.handle.net/10419/36617
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| Title: | | Shape constrained kernel density estimation  |
| Authors: | | Birke, Melanie |
| Issue Date: | | 2008 |
| Series/Report no.: | | Technical Report // Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2008,08 |
| 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 modi?ed 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 ?nite sample behavior. |
| Subjects: | | Convexity log-concavity monotone rearrangements monotonicity nonparametric density estimation |
| Document Type: | | Working Paper |
| Appears in Collections: | | Technical Reports, SFB 475, TU Dortmund
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