Wavelet-based random densities

SummaryIn this paper we describe the theoretical properties of wavelet based random densities and present algorithms for their generation. We exhibit random densities subject to some standard constraints: smoothness, symmetry, unimodality, and skewness. We also provide three relevant applications of...

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Bibliographic Details
Published inComputational statistics Vol. 15; no. 2; pp. 183 - 203
Main Authors Insua, David Rios, Vidakovic, Brani
Format Journal Article
LanguageEnglish
Published Heidelberg Springer Nature B.V 01.07.2000
Subjects
Algorithms
Smoothness
Wavelet analysis
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Summary:SummaryIn this paper we describe the theoretical properties of wavelet based random densities and present algorithms for their generation. We exhibit random densities subject to some standard constraints: smoothness, symmetry, unimodality, and skewness. We also provide three relevant applications of wavelet based-random densities.
ISSN:0943-4062
1613-9658
DOI:10.1007/s001800000027