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math.ST2007★ 87 cited
Limit distribution theory for maximum likelihood estimation of a log-concave density
Fadoua Balabdaoui, Kaspar Rufibach, Jon A. Wellner
We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a log-concave density, that is, a density of the form where is a conca…
math.ST2006★ 18 cited
Smooth tail index estimation
Samuel Müller, Kaspar Rufibach
Both parametric distribution functions appearing in extreme value theory - the generalized extreme value distribution and the generalized Pareto distribution - have log-concave den…
math.ST2006★ 12 cited
Marshall's lemma for convex density estimation
Lutz Duembgen, Kaspar Rufibach, Jon A. Wellner
Marshall's [Nonparametric Techniques in Statistical Inference (1970) 174--176] lemma is an analytical result which implies --consistency of the distribution function corr…