Assessing log-concavity of multivariate densities

作者：Hazelton Martin L^*

来源：Statistics & Probability Letters, 2011, 81(1): 121-125.

DOI：10.1016/j.spl.2010.10.001

• Bandwidth
• Bootstrap
• Density estimation
• Gaussian kernel

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.

• 出版日期2011-1