Consistency of multivariate log-concave density estimators

DOI10.1016/j.spl.2009.11.013zbMath1181.62048OpenAlexW2016366128MaRDI QIDQ2267617

Dominic Schuhmacher, Lutz Dümbgen

Publication date: 1 March 2010

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.013

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (9)

Confidence Bands for a Log-Concave Density ⋮ The limiting behavior of isotonic and convex regression estimators when the model is misspecified ⋮ Nonparametric estimation of multivariate convex-transformed densities ⋮ Nonparametric least squares estimation of a multivariate convex regression function ⋮ Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density ⋮ Approximation by log-concave distributions, with applications to regression ⋮ Adaptation in log-concave density estimation ⋮ Multivariate log-concave distributions as a nearly parametric model ⋮ Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density

Uses Software

• logcondens

Cites Work

• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Weak convergence and empirical processes. With applications to statistics
• Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density

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