Authors
Jayanta Kumar Pal, Michael Woodroofe, Mary Meyer
Publication date
2007/1/1
Journal
Lecture Notes-Monograph Series
Pages
239-249
Publisher
Institute of Mathematical Statistics
Description
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 subclass of unimodal densities and fairly rich in general. The NPMLE is shown to be the solution to a convex programming problem in the Euclidean space and an algorithm is devised similar to the iterative convex minorant algorithm by Jongbleod (1999). The estimator achieves Hellinger consistency when the true density is a PFF₂ itself.
Total citations
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Scholar articles
JK Pal, M Woodroofe, M Meyer - Lecture Notes-Monograph Series, 2007