Assessing log-concavity of multivariate densities

DOI10.1016/J.SPL.2010.10.001zbMATH Open1206.62059OpenAlexW1971326199MaRDI QIDQ618017FDOQ618017

Martin L. Hazelton

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.10.001

Recommendations

• Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
• Inference for the mode of a log-concave density
• Fast multivariate log-concave density estimation
• Recent progress in log-concave density estimation
• Shape constrained kernel density estimation

zbMATH Keywords

bootstrapbandwidthGaussian kernel

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
• Non-parametric log-concave mixtures
• Clustering with mixtures of log-concave distributions
• Detecting the Presence of Mixing with Multiscale Maximum Likelihood
• Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
• Aggregation and Social Choice: A Mean Voter Theorem
• Aggregation and Imperfect Competition: On the Existence of Equilibrium
• Testing for monotone increasing hazard rate
• Linear boundary kernels for bivariate density estimation

Cited In (3)

• Geometry of log-concave density estimation
• Multivariate log-concave distributions as a nearly parametric model
• Expansions for log densities of multivariate estimates

Uses Software

• KernSmooth
• logcondens
• pyuvdata

This page was built for publication: Assessing log-concavity of multivariate densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q618017)