High-dimensional nonparametric density estimation via symmetry and shape constraints

DOI10.1214/20-AOS1972zbMath1468.62271arXiv1903.06092OpenAlexW3140911603MaRDI QIDQ2039777

Richard J. Samworth, Min Xu

Publication date: 5 July 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.06092

zbMATH Keywords

density estimationnonparametric estimationhigh-dimensional statisticsshape-constrained estimation

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12)

Related Items (8)

Cube root weak convergence of empirical estimators of a density level set ⋮ A data-adaptive method for estimating density level sets under shape conditions ⋮ Testing the missing at random assumption in generalized linear models in the presence of instrumental variables ⋮ A new computational framework for log-concave density estimation ⋮ Local continuity of log-concave projection, with applications to estimation under model misspecification ⋮ Adaptive estimation in symmetric location model under log-concavity constraint ⋮ Confidence intervals for multiple isotonic regression and other monotone models ⋮ Univariate log-concave density estimation with symmetry or modal constraints

Uses Software

• KernSmooth
• LogConcDEAD
• logcondens.mode

Cites Work

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