Azadbakhsh, Mahdis; Jankowski, Hanna; Gao, Xin - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 248-264
In Balabdaoui, Rufibach, and Wellner (2009), pointwise asymptotic theory was developed for the nonparametric maximum likelihood estimator of a log-concave density. Here, the practical aspects of their results are explored. Namely, the theory is used to develop pointwise confidence intervals for...