文章基本信息

标题：Maximum-likelihood estimation of a log-concave density based on censored data
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作者：Lutz Dümbgen ; Kaspar Rufibach ; Dominic Schuhmacher 等
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2014
卷号：8
期号：1
页码：1405-1437
DOI：10.1214/14-EJS930
语种：English
出版社：Institute of Mathematical Statistics
摘要：We consider nonparametric maximum-likelihood estimation of a log-concave density in case of interval-censored, right-censored and binned data. We allow for the possibility of a subprobability density with an additional mass at $+\infty$, which is estimated simultaneously. The existence of the estimator is proved under mild conditions and various theoretical aspects are given, such as certain shape and consistency properties. An EM algorithm is proposed for the approximate computation of the estimator and its performance is illustrated in two examples.