Asymptotics of the discrete log-concave maximum likelihood estimator and related applications

Balabdaoui, Fadoua; Jankowski, Hanna; Rufibach, Kaspar; Pavlides, Marios

dc.contributor.author	Balabdaoui, Fadoua
dc.contributor.author	Jankowski, Hanna
dc.contributor.author	Rufibach, Kaspar
dc.contributor.author	Pavlides, Marios
dc.date.accessioned	2013-06-24T07:41:53Z
dc.date.available	2013-06-24T07:41:53Z
dc.date.issued	2013
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/11474
dc.language.iso	en	en
dc.subject	Confidence interval	en
dc.subject	Discrete distribution	en
dc.subject	H1N1	en
dc.subject	Log-concavity	en
dc.subject	Misspecification	en
dc.subject	Non-parametric estimation	en
dc.subject	Shape constraints	en
dc.subject.ddc	519	en
dc.subject.classificationjel	C14	en
dc.title	Asymptotics of the discrete log-concave maximum likelihood estimator and related applications	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	The assumption of log-concavity is a flexible and appealing non-parametric shape constraint in distribution modelling. In this work, we study the log-concave maximum likelihood estimator of a probability mass function. We show that the maximum likelihood estimator is strongly consistent and we derive its pointwise asymptotic theory under both the well-specified and misspecified settings. Our asymptotic results are used to calculate confidence intervals for the true log-concave probability mass function. Both the maximum likelihood estimator and the associated confidence intervals may be easily computed by using the R package logcondiscr. We illustrate our theoretical results by using recent data from the H1N1 pandemic in Ontario, Canada.	en
dc.relation.isversionofjnlname	Journal of the Royal Statistical Society. Series B, Statistical Methodology
dc.relation.isversionofjnlvol	75
dc.relation.isversionofjnlissue	4
dc.relation.isversionofjnldate	2013
dc.relation.isversionofjnlpages	769-790
dc.relation.isversionofdoi	http://dx.doi.org/10.1111/rssb.12011	en
dc.identifier.urlsite	http://arxiv.org/abs/1107.3904v4	en
dc.relation.isversionofjnlpublisher	Wiley	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.relation.forthcoming	non	en

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