A fast algorithm for univariate log-concave density estimation

DOI10.1111/ANZS.12232MaRDI QIDQ4578034zbMATH OpenOpenAlexWikidataFDO

Authors Yu Liu, Yong Wang

Publication date 7 August 2018

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12232

zbMATH Keywords

log-concavitynonparametric maximum likelihoodquadratic approximationshape-restricted estimation

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(9)

• Recent progress in log-concave density estimation
• Modal linear regression using log-concave distributions
• Active set algorithms for estimating shape-constrained density ratios
• Fast multivariate log-concave density estimation
• Confidence Bands for a Log-Concave Density
• Computing maximum likelihood estimators of a log-concave density function
• A new computational framework for log-concave density estimation
• Computation of the nonparametric maximum likelihood estimate of a univariate log-concave density
• Martingale Posterior Distributions for Log-Concave Density Functions

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