Estimating the Derivative of a Convex Density |
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Authors: | Dragi Anevski |
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Affiliation: | Centre for Mathematical Sciences, Lund University, Box 118, 221 00 Lund, Sweden |
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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. |
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Keywords: | Convex density estimation nonparametric maximum likelihood NPMLE bird watching optimal rate minimax risk |
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