Active set algorithms for estimating shape-constrained density ratios

DOI10.1016/j.csda.2021.107300OpenAlexW2888959731MaRDI QIDQ2242171

Alexandre Mösching, Christof Strähl, Lutz Dümbgen

Publication date: 9 November 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.09340

zbMATH Keywords

active set methodlog-concave densitylog-convex densitytail inflation

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R
• LogConcDEAD
• logcondens

Cites Work

• Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
• On the estimation of a probability density function by the maximum penalized likelihood method
• Recent progress in log-concave density estimation
• Estimation of a convex function: Characterizations and asymptotic theory.
• Higher criticism for detecting sparse heterogeneous mixtures.
• Nonparametric Estimation under Shape Constraints
• Detecting the Presence of Mixing with Multiscale Maximum Likelihood
• Statistical sparsity
• A fast algorithm for univariate log‐concave density estimation
• Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
• The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models
• Inequalities: theory of majorization and its applications

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