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Uniqueness of the maximum likelihood estimator for $ k$-monotone densities


Author: Arseni Seregin
Journal: Proc. Amer. Math. Soc. 138 (2010), 4511-4515
MSC (2000): Primary 62G07
DOI: https://doi.org/10.1090/S0002-9939-2010-10496-3
Published electronically: July 12, 2010
MathSciNet review: 2680075
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Abstract: We prove uniqueness of the maximum likelihood estimator for the class of $ k-$monotone densities.


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Additional Information

Arseni Seregin
Affiliation: Department of Statistics, University of Washington, Box 354322, Seattle, Washington 98195-4322
Email: arseni@stat.washington.edu

DOI: https://doi.org/10.1090/S0002-9939-2010-10496-3
Keywords: Uniqueness, $k$–monotone density, mixture models, density estimation, maximum likelihood, nonparametric estimation, shape constraints
Received by editor(s): December 20, 2009
Received by editor(s) in revised form: March 2, 2010
Published electronically: July 12, 2010
Additional Notes: This research was supported in part by NSF grant DMS-0804587
Communicated by: Edward C. Waymire
Article copyright: © Copyright 2010 American Mathematical Society

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