Consistent maximum likelihood estimation of a unimodal density using shape restrictions

DOI10.2307/3316001MaRDI QIDQ4818489zbMATH OpenOpenAlexFDO

Authors Mary C. Meyer, Michael Woodroofe

Publication date 28 September 2004

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3316001

zbMATH Keywords

convexityempirical processesmonotonicityprojectionssimulations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Parametric inference under constraints (62F30) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Adaptive smoothing for a penalized NPMLE of a non-increasing density
• An alternative unimodal density estimator with a consistent estimate of the mode
• An extension of the mixed primal-dual bases algorithm to the case of more constraints than dimensions
• Estimation de densités unimodales
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• scientific article; zbMATH DE number 4100438 (Why is no real title available?)
• scientific article; zbMATH DE number 777878 (Why is no real title available?)
• scientific article; zbMATH DE number 854949 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• Isotonic estimation for grouped data
• Maximum Likelihood Estimation of a Unimodal Density Function
• On Estimating a Density which is Measurable with Respect to a \sigma-Lattice

Cited in

(22)

• Nonparametric likelihood based estimation for a multivariate Lipschitz density
• Limit distribution theory for maximum likelihood estimation of a log-concave density
• Limit properties of the monotone rearrangement for density and regression function estimation
• Maximum likelihood estimation of smooth monotone and unimodal densities.
• Univariate log-concave density estimation with symmetry or modal constraints
• An alternative unimodal density estimator with a consistent estimate of the mode
• Nonparametric estimation of density and hazard rate functions with shape restrictions
• Constrained penalized splines
• One sample goodness of fit tests in presence of shape restrictions on the hazard rate function
• The unimodal maximum entropy density
• Information-theoretic approach to unimodal density estimation
• scientific article; zbMATH DE number 854949 (Why is no real title available?)
• A simple new algorithm for quadratic programming with applications in statistics
• A universally consistent modification of maximum likelihood
• On Unimodal Regression in the Exponential Family
• Computing maximum likelihood estimators of a log-concave density function
• On Testing for the Nullity of Some Skewness Coefficients
• Maximum likelihood estimation of a unimodal probability mass function
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Shape Constrained Kernel PDF and PMF Estimation
• Statistical inference for software reliability constrained by the shape of the mean value function
• Consistent likelihood-based estimation of a star-shaped distribution

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