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12:30 - 13:30 27 October 2015

Nonparametric estimation of s-concave and log-concave densities: an alternative to maximum likelihood


IFS Seminar Room | Institute for Fiscal Studies (link Map)
7 Ridgmount Street | London | WC1E 7AE | United Kingdom

Open to: Academic | Student
Ticketing: Open

Speaker information

Jon Wellner, University of Washington

I will discuss the Maximum Likelihood Estimators (MLEs) of log-concave and s-concave densities on R and Rd, and review some of the properties of these estimators. both good and bad. I will also discuss recent results for the Renyi divergence estimators proposed by Koenker and Mizera (2010). (Based on joint work with Charles Doss, Qiyang (Roy) Han, and Arseni Seregin.)


Institute for Fiscal Studies
020 7291 4800