Uniqueness of the maximum likelihood estimator for 𝑘-monotone densities

DOI10.1090/S0002-9939-2010-10496-3zbMATH Open1203.62057arXiv1001.1782MaRDI QIDQ3065732FDOQ3065732

Authors: Arseni Seregin 

Publication date: 6 January 2011

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: We prove uniqueness of the maximum likelihood estimator for the class of k-monotone densities.

Full work available at URL: https://arxiv.org/abs/1001.1782

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zbMATH Keywords

density estimationmaximum likelihoodmixture modelsnonparametric estimationuniquenessshape constraints\(k\)-monotone density

Mathematics Subject Classification ID

Density estimation (62G07)

Cites Work

• Mixture models: theory, geometry and applications
• Convex Analysis
• Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
• Mixtures of exponential distributions
• Uniqueness of estimation and identifiability in mixture models
• The geometry of mixture likelihoods, part II: The exponential family
• Estimation of a convex function: Characterizations and asymptotic theory.
• On Polya Frequency Function. III. The Positivity of Translation Determinants With an Application to the Interpolation Problem by Spline Curves

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• A new gamma generalized Lindley-Log-logistic distribution with applications
• A new compound class of log-logistic Weibull-Poisson distribution: model, properties and applications
• Almost sure uniqueness of a global minimum without convexity
• The beta exponentiated Weibull distribution
• General results for the beta Weibull distribution
• Uniqueness of maximum likelihood estimators for a backup system in a condition-based maintenance
• Density deconvolution under a \(k\)-monotonicity constraint
• TheL₁theory of estimation of monotone and unimodal densities

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