Balabdaoui, Fadoua; Jankowski, Hanna; Rufibach, Kaspar; … - Université Paris-Dauphine (Paris IX) - 2013
The assumption of log-concavity is a flexible and appealing non-parametric shape constraint in distribution modelling. In this work, we study the log-concave maximum likelihood estimator of a probability mass function. We show that the maximum likelihood estimator is strongly consistent and we...