Least squares estimation of a k-monotone density function

DOI10.1016/J.CSDA.2014.01.007MaRDI QIDQ1623463zbMATH OpenOpenAlexFDO

Authors Chew-Seng Chee, Yong Wang

Publication date 23 November 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2014.01.007

zbMATH Keywords

\(k\)-monotone densityleast squaresmaximum likelihoodnonparametric mixture modelshape constraints

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07)

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Cites work

• Applied Bayesian Modelling
• Density estimation using non-parametric and semi-parametric mixtures
• Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
• Estimation of a convex function: Characterizations and asymptotic theory.
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• scientific article; zbMATH DE number 2148863 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Maximum likelihood estimation of a multi-dimensional log-concave density. With discussion and authors' reply
• Maximum Likelihood Estimation of a Unimodal Density Function
• Minimum quadratic distance density estimation using nonparametric mixtures
• Nonparametric estimation of a smooth density with shape restrictions
• Nonparametric estimation of density and hazard rate functions with shape restrictions
• Nonparametric estimation of multivariate scale mixtures of uniform densities
• On Fast Computation of the Non-Parametric Maximum Likelihood Estimate of a Mixing Distribution
• Shape constrained kernel density estimation
• Smallest point of a polytope
• Testing the order of a finite mixture

Cited in

(6)

• Modelling of count data using nonparametric mixtures
• Density deconvolution under a \(k\)-monotonicity constraint
• Least squares estimation of a completely monotone pmf: from analysis to statistics
• Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
• A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation
• Estimation of a discrete probability under constraint of \(k\)-monotonicity

Describes a project that uses

Uses Software

• LogConcDEAD

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