Nonparametric estimation of multivariate convex-transformed densities
From MaRDI portal
Publication:620567
DOI10.1214/10-AOS840zbMath1204.62058arXiv0911.4151OpenAlexW3105994413WikidataQ42124558 ScholiaQ42124558MaRDI QIDQ620567
Jon A. Wellner, Arseni Seregin
Publication date: 19 January 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.4151
consistencymode estimationmaximum likelihoodlower boundsunimodalnonparametric estimationshape constraintsstrongly unimodallog-concave density estimationqualitative assumptions
Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities, Approximation and estimation of \(s\)-concave densities via Rényi divergences, Confidence Bands for a Log-Concave Density, Fusion of hard and soft information in nonparametric density estimation, Adaptation in multivariate log-concave density estimation, Quasi-concave density estimation, Bracketing numbers of convex and \(m\)-monotone functions on polytopes, The limiting behavior of isotonic and convex regression estimators when the model is misspecified, Nonparametric estimation of multivariate convex-transformed densities, Optimal rates for estimation of two-dimensional totally positive distributions, Optimization of relative arbitrage, Inference for Local Parameters in Convexity Constrained Models, A central limit theorem for the Hellinger loss of Grenander‐type estimators, Inference and modeling with log-concave distributions, Nonparametric least squares estimation of a multivariate convex regression function, Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density, Optimal rates of convergence for convex set estimation from support functions, Variational analysis of constrained M-estimators, Editorial: Special issue on ``Nonparametric inference under shape constraints, Recent progress in log-concave density estimation, Log-concavity and strong log-concavity: a review, Local continuity of log-concave projection, with applications to estimation under model misspecification, Bi-log-concave distribution functions, Approximation by log-concave distributions, with applications to regression, Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency, Adaptation in log-concave density estimation, A Bayesian nonparametric approach to log-concave density estimation, Global risk bounds and adaptation in univariate convex regression, Confidence intervals for multiple isotonic regression and other monotone models, Set structured global empirical risk minimizers are rate optimal in general dimensions, Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules, A Computational Framework for Multivariate Convex Regression and Its Variants, Univariate log-concave density estimation with symmetry or modal constraints, Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
- Quasi-concave density estimation
- Nonparametric estimation of multivariate convex-transformed densities
- Some remarks about the convolution of unimodal functions
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Inference and modeling with log-concave distributions
- Limit distribution theory for maximum likelihood estimation of a log-concave density
- Geometrizing rates of convergence. II
- Convex set functions in d-space
- On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
- On convexity of measures
- Logconcavity versus logconvexity: A complete characterization
- Rates of convergence for minimum contrast estimators
- Minimax lower bounds and moduli of continuity
- A Riemannian interpolation inequality à la Borell, Brascamp and Lieb
- Estimation of a convex function: Characterizations and asymptotic theory.
- Weak convergence and empirical processes. With applications to statistics
- Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
- Consistency of multivariate log-concave density estimators
- Distinctness of the eigenvalues of a quadratic form in a multivariate sample
- Uniform Central Limit Theorems
- Computing maximum likelihood estimators of a log-concave density function
- Convex Analysis
- r-convex functions