Estimating the Derivative of a Convex Density

Dragi Anevski

Statistica Neerlandica, 2003, vol. 57, issue 2, 245-257

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.

Date: 2003
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