论文信息 - On an Auxiliary Function for Log-Density Estimation

On an Auxiliary Function for Log-Density Estimation

In this note we provide explicit expressions and expansions for a special function which appears in nonparametric estimation of log-densities. This function returns the integral of a log-linear function on a simplex of arbitrary dimension. In particular it is used in the R-package "LogCondDEAD" by Cule et al. (2007).

Lutz Duembgen | L. Duembgen | M. Cule | Madeleine L. Cule

[1] Kaspar Rufibach,et al. Active Set and EM Algorithms for Log-Concave Densities Based on Complete and Censored Data , 2007, 0707.4643.

[2] M. Cule,et al. Maximum likelihood estimation of a multi‐dimensional log‐concave density , 2008, 0804.3989.