Estimating the derivative of a convex density

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Abstract

We obtain a relation between the time between two bird-catchings and the total resting period of a bird, leading to the problem of estimating the derivative of a convex density. We state a fundamental result on the nonparametric maximum likelihood estimator of a convex density. Further, we derive the optimal rate in the minimax risk sense for estimating the derivative of a convex density.
Original languageEnglish
Pages (from-to)245-257
JournalStatistica Neerlandica
Volume57
Issue number2
DOIs
Publication statusPublished - 2003

Subject classification (UKÄ)

  • Probability Theory and Statistics

Free keywords

  • bird watching
  • NPMLE
  • nonparametric maximum likelihood
  • convex
  • density estimation
  • optimal rate
  • minimax risk

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