Adaptive estimation in symmetric location model under log-concavity constraint

DOI10.1214/21-EJS1852zbMATH Open1472.62069arXiv2105.04287OpenAlexW3170811173MaRDI QIDQ2044404FDOQ2044404

Nilanjana Laha

Publication date: 9 August 2021

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

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.

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

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

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)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Asymptotic Statistics
• On the estimation of a probability density function by the maximum penalized likelihood method
• Probability for Statisticians
• Approximation by log-concave distributions, with applications to regression
• Robust Estimation of a Location Parameter
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Title not available (Why is that?)
• Empirical processes indexed by estimated functions
• Optimal Transport
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convex Analysis
• Title not available (Why is that?)
• Extremal properties of half-spaces for log-concave distributions
• On Profile Likelihood
• Log-concave probability and its applications
• On Interchanging Limits and Integrals
• Estimation of unimodal densities without smoothness assumptions
• Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
• Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
• Adaptive maximum likelihood estimators of a location parameter
• One-dimensional empirical measures, order statistics, and Kantorovich transport distances
• Efficient estimation in the two-sample semiparametric location-scale models
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Asymptotically efficient adaptive rank estimates in location models
• Smoothed log-concave maximum likelihood estimation with applications
• Bi-log-concave distribution functions
• An asymptotically efficient sequence of estimators of a location parameter
• Efficiency-Robust Estimation of Location
• Univariate log-concave density estimation with symmetry or modal constraints
• High-dimensional nonparametric density estimation via symmetry and shape constraints
• On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
• Title not available (Why is that?)

Cited In (2)

• Improved inference for vaccine-induced immune responses via shape-constrained methods
• Adaptive procedures for the two-sample location model

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)