[HTML][HTML] Limit distribution theory for maximum likelihood estimation of a log-concave density

F Balabdaoui, K Rufibach, JA Wellner - Annals of statistics, 2009 - ncbi.nlm.nih.gov
We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a
log-concave density, ie a density of the form f 0= exp ϕ 0 where ϕ 0 is a concave function on …

Robust and efficient estimation of the mode of continuous data: the mode as a viable measure of central tendency

DR Bickel - Journal of statistical computation and simulation, 2003 - Taylor & Francis
Although a natural measure of the central tendency of a sample of continuous data is its
mode the mean and median are the most popular measures of location due to their …

Estimating a Polya Frequency Function₂

JK Pal, M Woodroofe, M Meyer - Lecture Notes-Monograph Series, 2007 - JSTOR
We consider the non-parametric maximum likelihood estimation in the class of Polya
frequency functions of order two, viz. the densities with a concave logarithm. This is a …

Adaptive risk bounds in unimodal regression

S Chatterjee, J Lafferty - 2019 - projecteuclid.org
We study the statistical properties of the least squares estimator in unimodal sequence
estimation. Although closely related to isotonic regression, unimodal regression has not …

Bayesian mode regression using mixtures of triangular densities

P Damien, S Walker - Journal of Econometrics, 2017 - Elsevier
Bayesian semiparametric models for mean and median regressions abound, but a void for
mode regressions exists. We fill this gap by nonparametrically modeling the error distribution …

Estimation of internet file-access/modification rates from indirect data

N Matloff - ACM Transactions on Modeling and Computer …, 2005 - dl.acm.org
Consider an Internet file for which data on last time of access/modification (A/M) of the file
are collected at periodic intervals, but for which direct A/M data are not available …

Consistent maximum likelihood estimation of a unimodal density using shape restrictions

MC Meyer, M Woodroofe - Canadian Journal of Statistics, 2004 - Wiley Online Library
It is well known that the unimodal maximum likelihood estimator of a density is consistent
everywhere but at the mode. The authors review various ways to solve this problem and …

Adaptive risk bounds in unimodal regression

S Chatterjee, J Lafferty - arXiv preprint arXiv:1512.02956, 2015 - arxiv.org
We study the statistical properties of the least squares estimator in unimodal sequence
estimation. Although closely related to isotonic regression, unimodal regression has not …

Nonparametric estimation of a smooth density with shape restrictions

MC Meyer - Statistica Sinica, 2012 - JSTOR
Given assumptions about shape and smoothness, a density is estimated non-parametrically
using regression splines. Examples of shapes include decreasing, decreasing and convex …

New regression methods for measures of central tendency

K Aristodemou - 2014 - bura.brunel.ac.uk
Measures of central tendency have been widely used for summarising statistical data, with
the mean being the most popular summary statistic. However, in reallife applications it is not …