Estimation de densités unimodales
Estimation de densités unimodales
复制标题
单峰密度估计
DOI：
--
复制
发表时间：
1997
期刊：
影响因子：
--
通讯作者：
Anne
中科院分区：
文献类型：
--
作者：
Anne
本文提出，如果已知该问题的经典解决方案，则是单峰概率函数的新的非竞争估计量基于该估计量的不对称特性的核心估计量的单峰重排。模拟。
This paper proposes a new nonparametric unimodal estimator of a unimodal probability density function, in the case where the mode is known. The classical solution to this problem is the maximum‐likelihood estimator under monotonicity constraint, considered by Grenander (1956). Our approach is based on a unimodal rearrangement of the kernel estimator of the density. Asymptotic properties of this estimator are studied, and its small‐sample behaviour is examined through simulations.