Consistent maximum likelihood estimation of a unimodal density using shape restrictions

DOI10.2307/3316001zbMATH Open1046.62034OpenAlexW1972308890MaRDI QIDQ4818489FDOQ4818489

Authors: Mary C. Meyer, Michael Woodroofe 

Publication date: 28 September 2004

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

Full work available at URL: https://doi.org/10.2307/3316001

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zbMATH Keywords

projectionssimulationsempirical processesmonotonicityconvexity

Mathematics Subject Classification ID

Point estimation (62F10) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Parametric inference under constraints (62F30)

Cites Work

• An extension of the mixed primal-dual bases algorithm to the case of more constraints than dimensions
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• Hellinger-consistency of certain nonparametric maximum likelihood estimators
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• Adaptive smoothing for a penalized NPMLE of a non-increasing density
• On Estimating a Density which is Measurable with Respect to a $\sigma$-Lattice
• Maximum Likelihood Estimation of a Unimodal Density Function
• An alternative unimodal density estimator with a consistent estimate of the mode
• Estimation de densités unimodales
• Isotonic estimation for grouped data

Cited In (19)

• Consistent likelihood-based estimation of a star-shaped distribution
• Nonparametric estimation of density and hazard rate functions with shape restrictions
• Constrained penalized splines
• A universally consistent modification of maximum likelihood
• Information-theoretic approach to unimodal density estimation
• Nonparametric likelihood based estimation for a multivariate Lipschitz density
• An alternative unimodal density estimator with a consistent estimate of the mode
• Shape Constrained Kernel PDF and PMF Estimation
• On Unimodal Regression in the Exponential Family
• Maximum likelihood estimation of smooth monotone and unimodal densities.
• Computing maximum likelihood estimators of a log-concave density function
• One sample goodness of fit tests in presence of shape restrictions on the hazard rate function
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Limit distribution theory for maximum likelihood estimation of a log-concave density
• The unimodal maximum entropy density
• Maximum likelihood estimation of a unimodal probability mass function
• On Testing for the Nullity of Some Skewness Coefficients
• A simple new algorithm for quadratic programming with applications in statistics
• Limit properties of the monotone rearrangement for density and regression function estimation

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