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Density estimation under constraints

Hall, Peter; Presnell, B


We suggest a general method for tackling problems of density estimation under constraints. It is, in effect, a particular form of the weighted bootstrap, in which resampling weights are chosen so as to minimize distance from the empirical or uniform bootstrap distribution subject to the constraints being satisfied. A number of constraints are treated as examples. They include conditions on moments, quantiles, and entropy, the latter as a device for imposing qualitative conditions such as those...[Show more]

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
Source: Journal of Computational and Graphical Statistics


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