A Remark on the Grenander Estimator

DOI10.1007/978-3-030-48814-7_5zbMath1455.62077OpenAlexW3043735336MaRDI QIDQ5141230

Ivan Mizera

Publication date: 18 December 2020

Published in: Analytical Methods in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-48814-7_5

zbMATH Keywords

convex optimizationdualityGrenander estimatordensity estimationshape constraints

Mathematics Subject Classification ID

Density estimation (62G07) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Approximation and estimation of \(s\)-concave densities via Rényi divergences
• Quasi-concave density estimation
• Shape constrained density estimation via penalized Rényi divergence
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