UNIQUENESS OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR k-MONOTONE DENSITIES

被引:10
作者
Seregin, Arseni [1 ]
机构
[1] Univ Washington, Dept Stat, Seattle, WA 98195 USA
基金
美国国家科学基金会;
关键词
Uniqueness; k-monotone density; mixture models; density estimation; maximum likelihood; nonparametric estimation; shape constraints; MIXTURE LIKELIHOODS; GEOMETRY;
D O I
10.1090/S0002-9939-2010-10496-3
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We prove uniqueness of the maximum likelihood estimator for the class of k-monotone densities.
引用
收藏
页码:4511 / 4515
页数:5
相关论文
共 11 条
[1]  
[Anonymous], 1970, CONVEX ANAL
[2]  
BALABDAOUI F, 2004, THESIS U WASHINGTON
[3]   Estimation of a k-monotone density: Limit distribution theory and the spline connection [J].
Balabdaoui, Fadoua ;
Wellner, Jon A. .
ANNALS OF STATISTICS, 2007, 35 (06) :2536-2564
[4]   Estimation of a k-monotone density: characterizations, consistency and minimax lower bounds [J].
Balabdaoui, Fadoua ;
Wellner, Jon A. .
STATISTICA NEERLANDICA, 2010, 64 (01) :45-70
[5]  
Groeneboom P, 2001, ANN STAT, V29, P1653
[6]   MIXTURES OF EXPONENTIAL-DISTRIBUTIONS [J].
JEWELL, NP .
ANNALS OF STATISTICS, 1982, 10 (02) :479-484
[7]   THE GEOMETRY OF MIXTURE LIKELIHOODS .2. THE EXPONENTIAL FAMILY [J].
LINDSAY, BG .
ANNALS OF STATISTICS, 1983, 11 (03) :783-792
[8]   UNIQUENESS OF ESTIMATION AND IDENTIFIABILITY IN MIXTURE-MODELS [J].
LINDSAY, BG ;
ROEDER, K .
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1993, 21 (02) :139-147
[9]   THE GEOMETRY OF MIXTURE LIKELIHOODS - A GENERAL-THEORY [J].
LINDSAY, BG .
ANNALS OF STATISTICS, 1983, 11 (01) :86-94
[10]  
LINDSAY BG, 1995, CBMS REGIONAL C SERI, V5