# MeddeR

MeddeR: Maximum Entropy Deregularized Density Estimation in R. Quasi-Concave Density Estimation: Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained maximum Shannon entropy problem. Closely related maximum Renyi entropy estimators that impose weaker concavity restrictions on the fitted density are also considered, notably a minimum Hellinger discrepancy estimator that constrains the reciprocal of the square-root of the density to be concave. A limiting form of these estimators constrains solutions to the class of quasi-concave densities.

## References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)