Consistency of multivariate log-concave density estimators

ISSN

0167-7152

Date Issued

2009

Author(s)

Schuhmacher, Dominic

Dümbgen, Lutz

DOI

10.1016/j.spl.2009.11.013

Abstract

This note proves Hellinger-consistency for the non-parametric maximum likelihood estimator of a log-concave probability density on RdRd.