Multivariate log-concave distributions as a nearly parametric model

DOI10.1524/STND.2011.1073zbMATH Open1245.62060arXiv0907.0250OpenAlexW2951806534MaRDI QIDQ3104435FDOQ3104435

Authors: Dominic Schuhmacher, André Hüsler, Lutz Dümbgen 

Publication date: 19 December 2011

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Abstract: In this paper we show that the family P_d of probability distributions on R^d with log-concave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence in total variation distance, (ii) convergence of arbitrary moments, and (iii) pointwise convergence of Laplace transforms. Hence the nonparametric model P_d has similar properties as parametric models such as, for instance, the family of all d-variate Gaussian distributions.

Full work available at URL: https://arxiv.org/abs/0907.0250

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zbMATH Keywords

total variationmomentslog-concavityLaplace transformsweak continuityconfidence sets

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)

Cites Work

• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Inference and modeling with log-concave distributions
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
• Log-concave probability and its applications
• A note on the measurability of convex sets
• Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
• Logconcavity versus logconvexity: A complete characterization
• One-sided inference about functionals of a density
• Consistency of multivariate log-concave density estimators

Cited In (19)

• Local continuity of log-concave projection, with applications to estimation under model misspecification
• Semiparametric time series models with log-concave innovations: maximum likelihood estimation and its consistency
• Bi-log-concavity: some properties and some remarks towards a multi-dimensional extension
• On the Bartlett correction of empirical likelihood for Gaussian long-memory time series
• A new computational framework for log-concave density estimation
• Recent progress in log-concave density estimation
• Bi-\( s^\ast \)-concave distributions
• Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
• Nonparametric least squares estimation of a multivariate convex regression function
• Hierarchical low-rank structure of parameterized distributions
• Maximum-likelihood estimation of a log-concave density based on censored data
• Inference in \(\varphi\)-families of distributions
• Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
• Log-concavity and strong log-concavity: a review
• On the equivalence of modes of convergence for log-concave measures
• Remarks on the Relation of Log-Concave and Contoured Distributions in $${\mathbb {R}}^n$$
• Approximation by log-concave distributions, with applications to regression
• Inference and modeling with log-concave distributions
• Bi-log-concave distribution functions

Uses Software

• LogConcDEAD

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