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Assessing log-concavity of multivariate densities

Article ID Journal Published Year Pages File Type
1153667 Statistics & Probability Letters 2011 5 Pages PDF
Abstract

We develop a test for log-concavity of multivariate densities. The method uses kernel density estimation, where the test statistic is the smallest bandwidth for which the estimate is log-concave. We examine the properties of this technique through numerical studies.

Keywords
Density estimationBootstrapGaussian kernelBandwidth
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Assessing log-concavity of multivariate densities
Authors
Martin L. Hazelton,
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Journal
Statistics & Probability Letters
Journal: Statistics & Probability Letters
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