A flexible family of density functions |
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| Authors: | F Palacios-González |
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| Institution: | Department of Quantitative Methods for Economics and Business, University of Granada, Granada, Spain |
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| Abstract: | The aim of this paper is to define a new family of probability density functions (MR pdf) based on the multiresolution analysis theory. Each function of this family can be seen as a particular type of density mixture.The MR pdf has advantages with regards to estimation over conventional mixtures and it is suitable to model a large variety of square integrable probability density functions. |
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| Keywords: | cubic box spline density function mixture model multiresolution analysis |
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