Penalized log-density estimation using Legendre polynomials

DOI10.1080/03610918.2018.1528360MaRDI QIDQ5083902zbMATH OpenOpenAlexWikidataFDO

Authors JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim, Ja-Yong Koo

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2018.1528360

zbMATH Keywords

\(\ell_1\) penaltycoordinate descent algorithmLegendre polynomial basismaximum tuning parameternonparametric density estimationpenalized log-density estimation

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

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Cited in

(1)

• Adaptive log-density estimation

Describes a project that uses

Uses Software

• glmnet

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