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

projectionssimulationsempirical processesmonotonicityconvexity

Mathematics Subject Classification ID

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

Recommendations

• An alternative unimodal density estimator with a consistent estimate of the mode
• TheL₁theory of estimation of monotone and unimodal densities
• Estimation de densités unimodales
• Univariate log-concave density estimation with symmetry or modal constraints
• scientific article; zbMATH DE number 854949

Cites work

• 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?)
• 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
• 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

(20)

• Limit properties of the monotone rearrangement for density and regression function estimation
• Consistent likelihood-based estimation of a star-shaped distribution
• Nonparametric estimation of density and hazard rate functions with shape restrictions
• Constrained penalized splines
• A universally consistent modification of maximum likelihood
• Univariate log-concave density estimation with symmetry or modal constraints
• Nonparametric likelihood based estimation for a multivariate Lipschitz density
• Information-theoretic approach to unimodal density estimation
• An alternative unimodal density estimator with a consistent estimate of the mode
• Shape Constrained Kernel PDF and PMF Estimation
• Maximum likelihood estimation of smooth monotone and unimodal densities.
• On Unimodal Regression in the Exponential Family
• One sample goodness of fit tests in presence of shape restrictions on the hazard rate function
• Computing maximum likelihood estimators of a log-concave density function
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Limit distribution theory for maximum likelihood estimation of a log-concave density
• The unimodal maximum entropy density
• On Testing for the Nullity of Some Skewness Coefficients
• Maximum likelihood estimation of a unimodal probability mass function
• A simple new algorithm for quadratic programming with applications in statistics

This page was built for publication: Consistent maximum likelihood estimation of a unimodal density using shape restrictions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4818489)