Smooth density estimation with moment constraints using mixture distributions

DOI10.1080/10485252.2010.532554zbMath1359.62099OpenAlexW2033141228WikidataQ57437442 ScholiaQ57437442MaRDI QIDQ3021204

Ani Eloyan, Sujit Kumar Ghosh

Publication date: 22 July 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2010.532554

zbMATH Keywords

EM-algorithmKullback-Leibler divergencebandwidth selectionkernel density estimationestimation of mixture complexity

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

A semiparametric approach to source separation using independent component analysis ⋮ A mean-constrained finite mixture of normals model ⋮ Mean squared error minimization for inverse moment problems ⋮ Spatially smoothed kernel densities with application to crop yield distributions

Uses Software

• R
• FITPACK

Cites Work

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• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• On Kullback-Leibler loss and density estimation
• A practical guide to splines
• Independent component analysis, a new concept?
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Remarks on Some Nonparametric Estimates of a Density Function
• Smooth Random Effects Distribution in a Linear Mixed Model
• On Estimation of a Probability Density Function and Mode
• Transdimensional Markov Chains
• On Information and Sufficiency
• Robust Statistics

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