Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153573 | Statistics & Probability Letters | 2011 | 5 Pages |
Abstract
Random Bernstein polynomials induces a probability measure on the space of multivariate density functions on a unit cube. For density estimation, it is important that the Bernstein prior can be restricted to an admissible class of densities with certain geometric properties of the target density. In this article, we study the shape properties such as monotonicity, convexity, and symmetry of the Bernstein prior.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yanbing Zheng,