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 $f_0=\exp {\phi }_0$ where ${\phi }_0$ is a conca…