Advanced search

Browse by subject

Browse by provider

Browse by language

Content Details
Normal View
CIP View

Maximum likelihood estimation of a log-c...

Duembgen, Lutz...

Free

Share this content

Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency by Duembgen, Lutz ( Author )

Content Provider	Lemonjar Open Access
Publisher	N.A
Publication Date	04-09-2007
Summary	We study nonparametric maximum likelihood estimation of a log-concave probability density and its distribution and hazard function. Some general properties of these estimators are derived from two characterizations. It is shown that the rate of convergence with respect to supremum norm on a compact interval for the density and hazard rate estimator is at least (log(n)/n)1/3 and typically (log(n)/n)2/5, whereas the difference between the empirical and estimated distribution function vanishes with rate op(n−1/2) under certain regularity assumptions.
ISBN	-
Item Type	Article
File Type	pdf
File Size	36.88 KB
Language	English
Subjects	-
Unlimited	MYR 0.00
Total read	-
URL	https://arxiv.org/abs/0709.0334

Citation

Review the full bibliography data and make any necessary corrections before using. Always consult your library resources for the exact formatting and punctuation guidelines.

AMA 11th EditionReferences

Duembgen, Lutz. Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency. N.A. September 04, 2007. Accessed August 02, 2025. https://online.provdatabase.com/cite/12615

APA 7th EditionReferences

Duembgen, Lutz. (2007). Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency. N.A. https://online.provdatabase.com/cite/12615

Chicago 17th EditionReferences

Duembgen, Lutz. Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency. N.A. 2007. https://online.provdatabase.com/cite/12615

HarvardReferences

Duembgen, Lutz. (2007). Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency. [Online]. N.A. Available from: https://online.provdatabase.com/cite/12615. (Accessed 02 August 2025).

Harvard AustraliaReferences

Duembgen, Lutz, 2007, Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency, N.A, viewed 02 August 2025, <https://online.provdatabase.com/cite/12615>

MLA 9th EditionWorks Cited

Duembgen, Lutz. Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency. N.A, 2007. PROV Database, https://online.provdatabase.com/cite/12615.

Share this eBook