Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
نویسندگان
چکیده
منابع مشابه
Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
Abstract: We present theoretical properties of the log-concave maximum likelihood estimator of a density based on an independent and identically distributed sample in R. Our study covers both the case where the true underlying density is log-concave, and where this model is misspecified. We begin by showing that for a sequence of log-concave densities, convergence in distribution implies much s...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2010
ISSN: 1935-7524
DOI: 10.1214/09-ejs505