Uniqueness of the maximum likelihood estimator for 𝑘-monotone densities

DOI10.1090/S0002-9939-2010-10496-3MaRDI QIDQ3065732zbMATH OpenFDO

Authors Arseni Seregin

Publication date 6 January 2011

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

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Density estimation (62G07)

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

Recommendations

• On the rate of convergence of the maximum likelihood estimator of a \(k\)-monotone density
• On the uniqueness of the maximum likelihood estimator.
• TheL₁theory of estimation of monotone and unimodal densities
• Uniqueness and global optimality of the maximum likelihood estimator for the generalized extreme value distribution
• scientific article; zbMATH DE number 63497
• A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments
• On the existence and uniqueness of maximizers of two likelihood functions

Cites work

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

Cited in

(8)

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

This page was built for publication: Uniqueness of the maximum likelihood estimator for 𝑘-monotone densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3065732)