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,...
| Autores principales: | , , |
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| Formato: | Journal article |
| Lenguaje: | English |
| Publicado: |
Blackwell Publishing Ltd
2008
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