Maximum likelihood estimation of a multivariate log-concave density
Density estimation is a fundamental statistical problem. Many methods are eithersensitive to model misspecification (parametric models) or difficult to calibrate, especiallyfor multivariate data (nonparametric smoothing methods). We propose an alternativeapproach using maximum likelihood under a qua...
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University of Cambridge
2010
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.541888 |