Local continuity of log-concave projection, with applications to estimation under model misspecification

DOI10.3150/20-BEJ1316zbMath1473.62105arXiv2002.06117MaRDI QIDQ1983616

Rina Foygel Barber, Richard J. Samworth

Publication date: 10 September 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.06117

zbMATH Keywords

maximum likelihood estimationHellinger distanceHölder continuitylog-concavityWasserstein distance

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric estimation (62G05)

Related Items (2)

Inference for Local Parameters in Convexity Constrained Models ⋮ A new computational framework for log-concave density estimation

Uses Software

• LogConcDEAD

Cites Work

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