Inference and Modeling with Log-concave Distributions
Walther, Guenther
Statist. Sci., Tome 24 (2009) no. 1, p. 319-327 / Harvested from Project Euclid
Log-concave distributions are an attractive choice for modeling and inference, for several reasons: The class of log-concave distributions contains most of the commonly used parametric distributions and thus is a rich and flexible nonparametric class of distributions. Further, the MLE exists and can be computed with readily available algorithms. Thus, no tuning parameter, such as a bandwidth, is necessary for estimation. Due to these attractive properties, there has been considerable recent research activity concerning the theory and applications of log-concave distributions. This article gives a review of these results.
Publié le : 2009-08-15
Classification:  Nonparametric density estimation,  shape constraint,  log-concave density,  Polya frequency function,  strongly unimodal,  iterative convex minorant algorithm,  active set algorithm
@article{1270041258,
     author = {Walther, Guenther},
     title = {Inference and Modeling with Log-concave Distributions},
     journal = {Statist. Sci.},
     volume = {24},
     number = {1},
     year = {2009},
     pages = { 319-327},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1270041258}
}
Walther, Guenther. Inference and Modeling with Log-concave Distributions. Statist. Sci., Tome 24 (2009) no. 1, pp.  319-327. http://gdmltest.u-ga.fr/item/1270041258/