Confidence Bands for a Log-Concave Density

DOI10.1080/10618600.2022.2076688MaRDI QIDQ5057281zbMATH OpenOpenAlexFDO

Authors Guenther Walther, Alnur Ali, Xinyue Shen, Stephen Boyd

Publication date 16 December 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.03668

zbMATH Keywords

density estimationdifference of convex programsgoodness-of-fit methodslog-concave distributionnonparametric methods

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 4041643 (Why is no real title available?)
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• Nonparametric estimation of multivariate convex-transformed densities
• On functions representable as a difference of convex functions
• One-sided inference about functionals of a density
• Optimal confidence bands for shape-restricted curves
• Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
• Recent progress in log-concave density estimation
• The Concave-Convex Procedure
• The Essential Histogram
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• Variations and extension of the convex-concave procedure

Cited in

(3)

• Log-concavity and strong log-concavity: a review
• Confidence bands for a log-concave density
• Martingale Posterior Distributions for Log-Concave Density Functions

Describes a project that uses

Uses Software

• LogConcDEAD
• ftnonpar
• essHist

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