Inference for the mode of a log-concave density
From MaRDI portal
Publication:2328065
DOI10.1214/18-AOS1770zbMath1439.62098arXiv1611.10348MaRDI QIDQ2328065
Charles R. Doss, Jon A. Wellner
Publication date: 9 October 2019
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.10348
Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15)
Related Items (11)
Estimation of the global mode of a density: minimaxity, adaptation, and computational complexity ⋮ Inference for Local Parameters in Convexity Constrained Models ⋮ Recent progress in log-concave density estimation ⋮ Nonparametric shape-restricted regression ⋮ Concave regression: value-constrained estimation and likelihood ratio-based inference ⋮ Limit distribution theory for block estimators in multiple isotonic regression ⋮ A Bayesian nonparametric approach to log-concave density estimation ⋮ Confidence intervals for multiple isotonic regression and other monotone models ⋮ logcondens.mode ⋮ Univariate log-concave density estimation with symmetry or modal constraints ⋮ Inference for the mode of a log-concave density
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
- Approximation and estimation of \(s\)-concave densities via Rényi divergences
- Log-concavity and strong log-concavity: a review
- Global rates of convergence in log-concave density estimation
- Approximation by log-concave distributions, with applications to regression
- Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
- Nonparametric estimation of a convex bathtub-shaped hazard function
- Quasi-concave density estimation
- Recursive estimation of the mode of a multivariate distribution
- Bootstrap choice of tuning parameters
- Nonparametric confidence intervals for monotone functions
- Asymptotics and optimal bandwidth selection for highest density region estimation
- Limit distribution theory for maximum likelihood estimation of a log-concave density
- On weak convergence and optimality of kernel density estimates of the mode
- One-sided inference about functionals of a density
- Optimum kernel estimators
- On the estimation of a probability density function by the maximum penalized likelihood method
- Geometrizing rates of convergence. II
- Nonparametric regression under qualitative smoothness assumptions
- Consistency in concave regression
- Estimation of a multivariate mode
- The nonexistence of confidence sets for discontinuous functionals.
- Optimal smoothing in adaptive location estimation
- Estimation of unimodal densities without smoothness assumptions
- Concave regression: value-constrained estimation and likelihood ratio-based inference
- Adaptive nonparametric peak estimation
- Bootstrapping the mode
- A canonical process for estimation of convex functions: the ``invelope of integrated Brownian motion \(+t^ 4\).
- Estimation of a convex function: Characterizations and asymptotic theory.
- Likelihood ratio tests for monotone functions.
- Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
- Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
- On local uniformity for estimators and confidence limits
- Univariate log-concave density estimation with symmetry or modal constraints
- Inference for the mode of a log-concave density
- On some statistical problems requiring purely sequential sampling schemes
- Likelihood based inference for monotone response models
- The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
- On Unimodality and Rates of Convergence for Stable Laws
- On the Asymptotic Normality of the Mode of Multidimensional Distributions
- Optimal rates for local bandwidth selection
- Simple estimation of the mode of a multivariate density
- Detecting the Presence of Mixing with Multiscale Maximum Likelihood
- Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
- Adaptive estimation of the mode of a multivariate density
- Generalized Additive and Index Models with Shape Constraints
- Existence of Bounded Length Confidence Intervals
- Non-Existence of Estimates of Prescribed Accuracy in Fixed Sample Size
- Convex Analysis
- A Note on Asymptotic Joint Normality
- On Estimation of a Probability Density Function and Mode
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
- Point Estimates of Ordinates of Concave Functions
- On bootstrapping the mode in the nonparametric regression model with random design
This page was built for publication: Inference for the mode of a log-concave density