Uniqueness of the Maximum Likelihood Estimator for k-Monotone Densities

Tech Report Number
568

 

Abstract:

We prove uniqueness of the maximum likelihood estimator for the class of k−monotone densities. AMS 2000 subject classifications: Primary 62G07.

Keywords and phrases: uniqueness, k–monotone density, mixture models, density estimation, maximum likelihood, nonparametric estimation, shape constraints.

 

Author(s)
tr568.pdf173.64 KB