Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153667 | Statistics & Probability Letters | 2011 | 5 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Martin L. Hazelton,