Computation of the nonparametric maximum likelihood estimate of a univariate log‐concave density

Abstract

Algorithms for computing the nonparametric maximum likelihood estimate of a univariate log‐concave density are briefly described, and some relevant issues discussed. The fast few algorithms are further numerically compared in a small‐scale simulation study.This article is categorized under: Statistical and Graphical Methods of Data Analysis > Markov Chain Monte Carlo (MCMC) Statistical and Graphical Methods of Data Analysis > Density Estimation Statistical and Graphical Methods of Data Analysis > Nonparametric Methods Algorithms and Computational Methods > Algorithms