Global rates of convergence of the MLEs of log-concave and s-concave densities

DOI10.1214/15-AOS1394MaRDI QIDQ292869zbMATHOpenAlexWikidataFDO

Authors Charles R. Doss, Jon A. Wellner

Publication date 9 June 2016

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

Full work available at URL https://arxiv.org/abs/1306.1438

zbMATH Keywords

consistencyempirical processes\(s\)-concavebracketing entropyglobal rateHellinger metriclog-concave

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Abstract: We establish global rates of convergence for the Maximum Likelihood Estimators (MLEs) of log-concave and $s$-concave densities on $mathbbR$. The main finding is that the rate of convergence of the MLE in the Hellinger metric is no worse than $n^{-2/5}$ when $-1<s<infty$ where $s=0$ corresponds to the log-concave case. We also show that the MLE does not exist for the classes of $s$-concave densities with $s<-1$.

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Cited in

(38)

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• A new computational framework for log-concave density estimation
• Confidence Bands for a Log-Concave Density
• Inference for Local Parameters in Convexity Constrained Models
• Shape constrained density estimation via penalized Rényi divergence
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• Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
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Describes a project that uses

Uses Software

• LogConcDEAD
• logcondens

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