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Limit Distribution Theory for Maximum Likelihood Estimation of a Log-Concave Density

We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a log-concave density, i.e. a density of the form f(0) = exp ϕ(0) where ϕ(0) is a concave function on ℝ. Existence, form, characterizations and uniform rates of convergence of the MLE are given by Rufibach (200...

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Bibliografiska uppgifter
Huvudupphovsmän: Balabdaoui, Fadoua, Rufibach, Kaspar, Wellner, Jon A.
Materialtyp: Artigo
Språk:Inglês
Publicerad: 2009
Ämnen:
Länkar:https://ncbi.nlm.nih.gov/pmc/articles/PMC2770886/
https://ncbi.nlm.nih.gov/pubmed/19881896
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/08-AOS609
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