Least squares estimation of a \(k\)-monotone density function

DOI10.1016/j.csda.2014.01.007zbMath1506.62037OpenAlexW1510754019MaRDI QIDQ1623463

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

maximum likelihoodleast squaresshape constraintsnonparametric mixture model\(k\)-monotone density

Mathematics Subject Classification ID

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

Related Items (2)

Modelling of count data using nonparametric mixtures ⋮ Density deconvolution under a \(k\)-monotonicity constraint

Uses Software

• LogConcDEAD

Cites Work

• Nonparametric estimation of multivariate scale mixtures of uniform densities
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Shape constrained kernel density estimation
• Smallest point of a polytope
• Estimation of a convex function: Characterizations and asymptotic theory.
• Minimum quadratic distance density estimation using nonparametric mixtures
• Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
• Nonparametric estimation of a smooth density with shape restrictions
• Nonparametric estimation of density and hazard rate functions with shape restrictions
• Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
• Applied Bayesian Modelling
• Density estimation using non-parametric and semi-parametric mixtures
• Testing the Order of a Finite Mixture
• On Fast Computation of the Non-Parametric Maximum Likelihood Estimate of a Mixing Distribution
• Maximum Likelihood Estimation of a Unimodal Density Function
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