Limit distribution theory for maximum likelihood estimation of a log-concave density

DOI10.1214/08-AOS609zbMath1160.62008arXiv0708.3400WikidataQ41866100 ScholiaQ41866100MaRDI QIDQ1018642

Fadoua Balabdaoui, Kaspar Rufibach, Jon A. Wellner

Publication date: 20 May 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.3400

zbMATH Keywords

mode estimationmaximum likelihoodlower boundsnonparametric estimationshape constraintsstrongly unimodallog-concave density estimationqualitative assumptionsintegral of Brownian motioninvelope process

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes (62M99)

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Uses Software

• LogConcDEAD
• logcondens

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