A fast algorithm for univariate log‐concave density estimation

DOI10.1111/ANZS.12232zbMath1392.62104OpenAlexW2807728919WikidataQ129703827 ScholiaQ129703827MaRDI QIDQ4578034

Yu Liu, Yong Wang

Publication date: 7 August 2018

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12232

zbMATH Keywords

log-concavityquadratic approximationnonparametric maximum likelihoodshape-restricted estimation

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

Modal linear regression using log-concave distributions ⋮ Confidence Bands for a Log-Concave Density ⋮ Active set algorithms for estimating shape-constrained density ratios

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