Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density

DOI10.1214/09-EJS505zbMath1329.62183arXiv0908.4400OpenAlexW1999477561MaRDI QIDQ1952051

Richard J. Samworth, Madeleine Cule

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.4400

zbMATH Keywords

consistencymaximum likelihood estimationKullback-Leibler divergencelog-concavitymodel misspecification

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Uses Software

• LogConcDEAD
• logcondens

Cites Work

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