Computing maximum likelihood estimators of a log-concave density function

DOI10.1080/10629360600569097zbMath1146.62027OpenAlexW1984825919WikidataQ61810986 ScholiaQ61810986MaRDI QIDQ5433109

Kaspar Rufibach

Publication date: 19 December 2007

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360600569097

zbMATH Keywords

interior point methodshape restrictioniterative convex minorant algorithmNewton method on subspace

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items (24)

Modal linear regression using log-concave distributions ⋮ Computing the log concave NPMLE for interval censored data ⋮ Confidence Bands for a Log-Concave Density ⋮ Fusion of hard and soft information in nonparametric density estimation ⋮ The robust EM-type algorithms for log-concave mixtures of regression models ⋮ Maximum likelihood estimation of the mixture of log-concave densities ⋮ Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency ⋮ Quasi-concave density estimation ⋮ Completely monotone distributions: mixing, approximation and estimation of number of species ⋮ Nonparametric estimation of multivariate convex-transformed densities ⋮ Maximum likelihood estimation of the log-concave component in a semi-parametric mixture with a standard normal density ⋮ Inference and modeling with log-concave distributions ⋮ Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density ⋮ An active set algorithm to estimate parameters in generalized linear models with ordered predictors ⋮ Maximum a posteriori estimators as a limit of Bayes estimators ⋮ Shape-restricted inference for Lorenz curves using duality theory ⋮ Appropriate use of parametric and nonparametric methods in estimating regression models with various shapes of errors ⋮ Computation of the nonparametric maximum likelihood estimate of a univariate log-concave density ⋮ An overview of semiparametric extensions of finite mixture models ⋮ Clustering with mixtures of log-concave distributions ⋮ Limit distribution theory for maximum likelihood estimation of a log-concave density ⋮ Smooth tail-index estimation ⋮ Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density ⋮ Exact solutions in log-concave maximum likelihood estimation

Uses Software

• R

Cites Work

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• Numerical Optimization
• Computing Maximum Likelihood Estimators of Convex Density Functions
• Detecting the Presence of Mixing with Multiscale Maximum Likelihood
• Consistent maximum likelihood estimation of a unimodal density using shape restrictions
• Estimating a Unimodal Distribution From Interval-Censored Data
• Maximum penalized likelihood estimation. Vol. 1: Density estimation

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