Optimal rates for estimation of two-dimensional totally positive distributions (Q2192313)
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English | Optimal rates for estimation of two-dimensional totally positive distributions |
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Optimal rates for estimation of two-dimensional totally positive distributions (English)
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17 August 2020
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Consider the product space \(\mathcal{X}=\prod_{i=1}^{d} \mathcal{X}_{i} \), where \(\mathcal{X}_{i} \subset \mathbb{R}\) is the state space of \(\mathcal{X}_{i}\), inheriting the order from \(\mathbb{R}\). A function \(p\) on \(\mathcal{X}\) is said to be multivariate totally positive of order 2 (\(\mathrm{MTP}_{2}\)) if \[p\left(x \wedge y \right) p\left(x \vee y \right) \ge p\left(x \right) p\left( y\right) \quad \text{for all } x,y \in \mathcal{X},\] where \(x \wedge y \) and \(x \vee y\) denote the elementwise minimum and maximum. A probability distribution is \(\mathrm{MTP}_{2}\) if it has an \(\mathrm{MTP}_{2}\) density.
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totally positive distributions
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nonparametric density estimation
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shape-constrained estimation
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