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Title:Shape constrained kernel density estimation PDF Logo
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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