Banker and Maindiratta (1992) provides a method for the estimation of a stochastic production frontier from the class of all monotone and concave functions. A key aspect of their procedure is that the ...
The log-concave maximum likelihood estimator of a density on the real line based on a sample of size n is known to attain the minimax optimal rate of convergence of O(n−4/5) with respect to, for ...