Inference and modeling with log-concave distributions

DOI10.1214/09-STS303MaRDI QIDQ907958zbMATH OpenFDO

Authors Guenther Walther

Publication date 2 February 2016

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.0305, https://projecteuclid.org/euclid.ss/1270041258

zbMATH Keywords

active set algorithmiterative convex minorant algorithmnonparametric density estimationshape constraintstrongly unimodallog-concave densityPolya frequency function

Mathematics Subject Classification ID

Density estimation (62G07)

Abstract: Log-concave distributions are an attractive choice for modeling and inference, for several reasons: The class of log-concave distributions contains most of the commonly used parametric distributions and thus is a rich and flexible nonparametric class of distributions. Further, the MLE exists and can be computed with readily available algorithms. Thus, no tuning parameter, such as a bandwidth, is necessary for estimation. Due to these attractive properties, there has been considerable recent research activity concerning the theory and applications of log-concave distributions. This article gives a review of these results.

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Describes a project that uses

Uses Software

• logcondens
• LogConcDEAD
• SolvOpt

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