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oaioai:eldorado.tu-dortmund.de:2003/25871

Shape constrained kernel density estimation

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Publication date
2008
Publisher
Doi

    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

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    Eldorado - Ressourcen aus und für Lehre, Studium und Forschung

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    Last time updated on 08/11/2016

    This paper was published in Eldorado - Ressourcen aus und für Lehre, Studium und Forschung.

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