On an Auxiliary Function for Log-Density Estimation

2008/07/29 by Madeleine Cule, Lutz Duembgen, Cule, Madeleine L. +1
Mathematics · #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.0807.4719

Abstract

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).

Related

• Recent progress in log-concave density estimation
• Towards Model Selection for Local Log-Density Estimation. Fisher and Wilks-type theorems
• Estimates of derivatives of (log) densities and related objects
• The Laplace transform of the lognormal distribution
• Log-concave Density Estimation with Independent Components