Summary
In 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.
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Acknowledgment
Research supported by NSF Grant DMS-9626159 at Duke University, and CICYT Grant TIC-95000 at UPM. It started while the second author was visiting UPM under a MEC Grant. We are grateful to an associate editor and two anonymous referees for their comments that improved the paper.
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Insua, D.R., Vidakovic, B. Wavelet-based random densities. Computational Statistics 15, 183–203 (2000). https://doi.org/10.1007/s001800000027
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DOI: https://doi.org/10.1007/s001800000027