Bernstein polynomial model for nonparametric multivariate density
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Abstract: In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood estimate can be obtained using EM algorithm. A change-point method of choosing optimal degrees of the proposed Bernstein polynomial model is presented. Under some conditions the optimal rate of convergence in the mean -divergence of new density estimator is shown to be nearly parametric. The method is illustrated by an application to a real data set. Finite sample performance of the proposed method is also investigated by simulation study and is shown to be much better than the kernel density estimate but close to the parametric ones.
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Cites work
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Cited in
(17)- Asymptotic properties of Bernstein estimators on the simplex
- Moderate deviation principles for nonparametric recursive distribution estimators using Bernstein polynomials
- Bernstein conditional density estimation with application to conditional distribution and regression functions
- Bernstein polynomial angular densities of multivariate extreme value distributions
- Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
- A bias-reduced approach to density estimation using Bernstein polynomials
- Application of iterated Bernstein operators to distribution function and density approximation
- Bernstein polynomial model for grouped continuous data
- Fast nonparametric maximum likelihood density deconvolution using Bernstein polynomials
- Shape restriction of the multi-dimensional Bernstein prior for density functions
- Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model
- Choice of degree of Bernstein polynomial model
- Maximum approximate likelihood estimation in accelerated failure time model for interval‐censored data
- Maximum approximate Bernstein likelihood estimation in proportional hazard model for interval-censored data
- Distribution and density estimation based on variation-diminishing spline approximation
- A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data
- Bayesian density estimation for compositional data using random Bernstein polynomials
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