Limit Distribution Theory for Maximum Likelihood Estimation of a Log-Concave Density.
Balabdaoui F, Rufibach K, Wellner JA.
Balabdaoui F, et al. Among authors: rufibach k.
Ann Stat. 2009 Jun 1;37(3):1299-1331. doi: 10.1214/08-AOS609.
Ann Stat. 2009.
PMID: 19881896
Free PMC article.
Existence, form, characterizations and uniform rates of convergence of the MLE are given by Rufibach (2006) and Dumbgen and Rufibach (2007). The characterization of the log-concave MLE in terms of distribution functions is the same (up to sign) as the characterizati …
Existence, form, characterizations and uniform rates of convergence of the MLE are given by Rufibach (2006) and Dumbgen and Rufiba …