On an Auxiliary Function for Log-Density Estimation

Statistics – Computation

Scientific paper

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Scientific paper

In this note we provide explicit expressions and expansions for a special
function which appears in nonparametric estimation of log-densities. This
function returns the integral of a log-linear function on a simplex of
arbitrary dimension. In particular it is used in the R-package "LogCondDEAD" by
Cule et al. (2007).

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