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20102026
most citedMarkov Chain Monte Carlo Estimation of Quantiles

41 citations · 58 across the 8 of their papers we have counts for

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5 papers · 1 filter

math.ST2018

Concave regression: value-constrained estimation and likelihood ratio-based inference

Charles R. Doss

We propose a likelihood ratio statistic for forming hypothesis tests and confidence intervals for a nonparametrically estimated univariate regression function, based on the shape r…

math.ST2016

Univariate log-concave density estimation with symmetry or modal constraints

Charles R. Doss, Jon A. Wellner

We study nonparametric maximum likelihood estimation of a log-concave density function which is known to satisfy further constraints, where either (a) the mode of i…

math.ST2014

Inference for a Two-Component Mixture of Symmetric Distributions under Log-Concavity

Fadoua Balabdaoui, Charles R. Doss

In this article, we revisit the problem of estimating the unknown zero-symmetric distribution in a two-component location mixture model, considered in previous works, now under the…

math.ST2013

Global Rates of Convergence of the MLEs of Log-concave and s-concave Densities

Charles R. Doss, Jon A. Wellner

We establish global rates of convergence for the Maximum Likelihood Estimators (MLEs) of log-concave and -concave densities on . The main finding is that the rate of…

math.ST2012★ 41 cited

Markov Chain Monte Carlo Estimation of Quantiles

Charles Doss, James M. Flegal, Galin L. Jones +1

We consider quantile estimation using Markov chain Monte Carlo and establish conditions under which the sampling distribution of the Monte Carlo error is approximately Normal. Furt…