Maximum-likelihood estimation of a log-concave density based on censored data

DOI10.1214/14-EJS930zbMATH Open1298.62062arXiv1311.6403OpenAlexW3122750205WikidataQ61810901 ScholiaQ61810901MaRDI QIDQ64274FDOQ64274

Lutz Dümbgen, Dominic Schuhmacher, Kaspar Rufibach

Publication date: 1 January 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: We consider nonparametric maximum-likelihood estimation of a log-concave density in case of interval-censored, right-censored and binned data. We allow for the possibility of a subprobability density with an additional mass at $+infty$, which is estimated simultaneously. The existence of the estimator is proved under mild conditions and various theoretical aspects are given, such as certain shape and consistency properties. An EM algorithm is proposed for the approximate computation of the estimator and its performance is illustrated in two examples.

Full work available at URL: https://arxiv.org/abs/1311.6403

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zbMATH Keywords

active set algorithmbinningcure parameterexpectation-maximization algorithminterval-censoringqualitative constraintsright-censoring

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in survival analysis and censored data (62N02)

Cites Work

• Maximum-likelihood estimation of a log-concave density based on censored data
• Title not available (Why is that?)
• On the estimation of a probability density function by the maximum penalized likelihood method
• Multivariate log-concave distributions as a nearly parametric model
• Title not available (Why is that?)
• Approximation by log-concave distributions, with applications to regression
• Estimating a Unimodal Distribution From Interval-Censored Data
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Consistency of concave regression with an application to current-status data
• Inference and modeling with log-concave distributions

Cited In (13)

• Estimation of the maximal moment exponent with censored data
• Constrained estimation and likelihood intervals for censored data
• On the Bartlett correction of empirical likelihood for Gaussian long-memory time series
• The exact solution to the mle of a decreasing density based on arbitrarily right censored data
• Estimating the expectation of the Log-likelihood with censored data for estimator selection
• Recent progress in log-concave density estimation
• Nonparametric maximum penalized likelihood estimation of a density from arbitrarily right-censored observations
• Computing the log concave NPMLE for interval censored data
• logconcens
• Maximum-likelihood estimation of a log-concave density based on censored data
• Title not available (Why is that?)
• The limiting behavior of isotonic and convex regression estimators when the model is misspecified
• Logspline Density Estimation under Censoring and Truncation

Uses Software

• R
• survival
• logcondens
• Interval

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