Maximum likelihood estimation of a multidimensional log-concave density

Maximum likelihood estimation of a multidimensional log-concave density

Let X_1, ..., X_n be independent and identically distributed random vectors with a log-concave (Lebesgue) density f. We first prove that, with probability one, there exists a unique maximum likelihood estimator of f. The use of this estimator is attractive because, unlike kernel density estimation,...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Cule, M, Samworth, R, Stewart, M
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	Blackwell Publishing Ltd 2008

Eitemau Tebyg

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