Skip navigation
Skip navigation

Density estimation under constraints

Hall, Peter; Presnell, B

Description

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
URI: http://hdl.handle.net/1885/91491
Source: Journal of Computational and Graphical Statistics

Download

There are no files associated with this item.


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator