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

DOI10.1214/15-AOS1394zbMATH Open1338.62101arXiv1306.1438OpenAlexW2963676822WikidataQ42366008 ScholiaQ42366008MaRDI QIDQ292869FDOQ292869

Authors: Charles R. Doss, Jon A. Wellner 

Publication date: 9 June 2016

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

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 $s<-1$.

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

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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)

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Cited In (37)

• Analysis of multivariate survival data under semiparametric copula models
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• Shape constrained density estimation via penalized Rényi divergence
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• Estrogen receptor expression on breast cancer patients' survival under shape-restricted Cox regression model
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Uses Software

• LogConcDEAD
• logcondens

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