Adaptive estimation in symmetric location model under log-concavity constraint

DOI10.1214/21-EJS1852MaRDI QIDQ2044404zbMATH OpenOpenAlexFDO

Authors Nilanjana Laha

Publication date 9 August 2021

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

Full work available at URL https://arxiv.org/abs/2105.04287

zbMATH Keywords

log-concaveshape constraintsymmetric location modelone step estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Abstract: We revisit the problem of estimating the center of symmetry $heta$ of an unknown symmetric density $f$. Although stone (1975), Eden (1970), and Sacks (1975) constructed adaptive estimators of $heta$ in this model, their estimators depend on external tuning parameters. In an effort to reduce the burden of tuning parameters, we impose an additional restriction of log-concavity on $f$. We construct truncated one-step estimators which are adaptive under the log-concavity assumption. Our simulations suggest that the untruncated version of the one step estimator, which is tuning parameter free, is also asymptotically efficient. We also study the maximum likelihood estimator (MLE) of $heta$ in the shape-restricted model.

Recommendations

• Univariate log-concave density estimation with symmetry or modal constraints
• Adaptive m estimation of symmetric distribution location
• Adaptation in log-concave density estimation
• Inference for a two-component mixture of symmetric distributions under log-concavity
• On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss

Cites work

• scientific article; zbMATH DE number 3124347 (Why is no real title available?)
• scientific article; zbMATH DE number 3553574 (Why is no real title available?)
• scientific article; zbMATH DE number 1181283 (Why is no real title available?)
• scientific article; zbMATH DE number 4001210 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Adaptive maximum likelihood estimators of a location parameter
• An asymptotically efficient sequence of estimators of a location parameter
• Approximation by log-concave distributions, with applications to regression
• Asymptotic Statistics
• Asymptotically efficient adaptive rank estimates in location models
• Bi-log-concave distribution functions
• Convex Analysis
• Efficiency-Robust Estimation of Location
• Efficient estimation in the two-sample semiparametric location-scale models
• Empirical processes indexed by estimated functions
• Estimation of unimodal densities without smoothness assumptions
• Extremal properties of half-spaces for log-concave distributions
• Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
• High-dimensional nonparametric density estimation via symmetry and shape constraints
• Log-concave probability and its applications
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• On Interchanging Limits and Integrals
• On Profile Likelihood
• On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
• On the estimation of a probability density function by the maximum penalized likelihood method
• One-dimensional empirical measures, order statistics, and Kantorovich transport distances
• Optimal Transport
• Probability for Statisticians
• Robust Estimation of a Location Parameter
• Smoothed log-concave maximum likelihood estimation with applications
• Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
• Univariate log-concave density estimation with symmetry or modal constraints
• Weak convergence and empirical processes. With applications to statistics

Cited in

(3)

• Improved inference for vaccine-induced immune responses via shape-constrained methods
• Univariate log-concave density estimation with symmetry or modal constraints
• Adaptive procedures for the two-sample location model

Describes a project that uses

Uses Software

• simest

This page was built for publication: Adaptive estimation in symmetric location model under log-concavity constraint

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2044404)