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,...

書目詳細資料
Main Authors:	Cule, M, Samworth, R, Stewart, M
格式:	Journal article
語言:	English
出版:	Blackwell Publishing Ltd 2008

相似書籍

Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
由: Cule, M, et al.
出版: (2009)

LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
由: Cule, M, et al.
出版: (2009)

LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
由: Madeleine Cule, et al.
出版: (2008-12-01)

Maximum Likelihood Estimation for Totally Positive Log‐Concave Densities
由: Robeva, Elina, et al.
出版: (2021)

A new computational framework for log-concave density estimation
由: Chen, Wenyu, et al.
出版: (2024)

Geometry of Log-Concave Density Estimation
由: Robeva, Elina, et al.
出版: (2021)

The Density of the Maximum Likelihood Estimator.
由: Hillier, G, et al.
出版: (1999)

On an Auxiliary Function for Log-Density Estimation
由: Cule, M, et al.
出版: (2008)

logcondens: Computations Related to Univariate Log-Concave Density Estimation
由: Lutz Dümbgen, et al.
出版: (2011-03-01)

The Concavity of Conditional Maximum Likelihood Estimation for Logit Panel Data Models with Imputed Covariates
由: Opeyo Peter Otieno, et al.
出版: (2023-10-01)

Semiparametric maximum likelihood probability density estimation
由: Frank Kwasniok
出版: (2021-01-01)

Maximum likelihood estimation and quasi-maximum likelihood estimation situations /
由: Nur Syazana Ramlee, 1989, et al.
出版: (2011)

Improved maximum likelihood estimators of the parameters of the log-exponential power distribution with applications
由: Ajíbólá T. Sóyínká, et al.
出版: (2024-03-01)

On the correspondence of deviances and maximum-likelihood and interval estimates from log-linear to logistic regression modelling
由: W. Jing, et al.
出版: (2020-01-01)

Estimating Poisson pseudo-maximum-likelihood rather than log-linear model of a log-transformed dependent variable
由: Victor Motta
出版: (2019-12-01)

Comparison between method of maximum likelihood estimation and restricted maximum likelihood estimation /
由: 499126 Chu, Foung Fui, et al.
出版: (2011)

Preservation of log-concavity on summation
由: Johnson, O, et al.
出版: (2006)

Infinite log-concavity: developments and conjectures
由: Peter R. W. McNamara, et al.
出版: (2009-01-01)

Association of crop commercialization and rural households' multidimensional poverty using targeted maximum likelihood estimation
由: Anteneh Mulugeta Eyasu, et al.
出版: (2024-12-01)

Maximum likelihood estimation with Stata /
由: Gould, William, 1952-, et al.
出版: (c201)

On Mixed Quermassintegral for Log-Concave Functions
由: Fangwei Chen, et al.
出版: (2020-01-01)

Log-concavity in some parabolic problems
由: Antonio Greco, et al.
出版: (1999-05-01)

The ratio log-concavity of the Cohen numbers
由: Eric H Liu, et al.
出版: (2016-11-01)

Maximum likelihood estimation for sample surveys /
由: Chambers, R. L. (Ray L.)
出版: (c201)

The Minimal Perimeter of a Log-Concave Function
由: Niufa Fang, et al.
出版: (2020-08-01)

Optimal recursive maximum likelihood estimation
出版: (2003)

Specification testing and quasi-maximum likelihood estimation
由: Wooldridge, Jeffrey M.
出版: (2011)

Maximum likelihood estimation for social network dynamics
由: Koskinen, J, et al.
出版: (2010)

Maximum Likelihood Estimation for Social Network Dynamics
由: Snijders, T, et al.
出版: (2010)

Maximum likelihood estimation for social network dynamics
由: Snijders, T, et al.
出版: (2010)

Maximum likelihood estimators for colony-forming units
由: K. Michael Martini, et al.
出版: (2024-09-01)

Query lower bounds for log-concave sampling
由: Chewi, Sinho, et al.
出版: (2024)

Entropy and Information jump for log-concave vectors
由: Bizeul, Pierre
出版: (2023-02-01)

Log-concavity of the genus polynomials of Ringel Ladders
由: Jonathan L Gross, et al.
出版: (2015-10-01)

An optimization perspective on log-concave sampling and beyond
由: Chewi, Sinho
出版: (2023)

Restricted maximum likelihood estimation for animal models using derivatives of the likelihood
由: Smith SP, et al.
出版: (1996-03-01)

Log-concavity property for some well-known distributions
由: G. R. Mohtashami Borzadaran, et al.
出版: (2011-12-01)

The f-vector of a representable-matroid complex is log-concave
由: Lenz, M
出版: (2013)

Bounds for the normal approximation of the maximum likelihood estimator
由: Anastasiou, A
出版: (2016)

Maximum Likelihood Estimation for the Fractional Vasicek Model
由: Katsuto Tanaka, et al.
出版: (2020-08-01)