A general asymptotic scheme for inference under order restrictions

DOI10.1214/009053606000000443zbMath1246.62019arXivmath/0611270OpenAlexW2003086049MaRDI QIDQ449956

Dragi Anevski, Ola G. Hössjer

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611270

zbMATH Keywords

monotoneconvexdensity estimationlimit distributionsregression function estimationdependence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Parametric inference under constraints (62F30) Inference from stochastic processes (62M99)

Related Items (20)

Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression ⋮ Asymptotics for \(p\)-value based threshold estimation in regression settings ⋮ A unified study of nonparametric inference for monotone functions ⋮ Monotone spectral density estimation ⋮ Invariance principles for linear processes with application to isotonic regression ⋮ The asymptotic distribution of the isotonic regression estimator over a general countable pre-ordered set ⋮ A general asymptotic scheme for inference under order restrictions ⋮ Likelihood based inference for current status data on a grid: a boundary phenomenon and an adaptive inference procedure ⋮ Limit properties of the monotone rearrangement for density and regression function estimation ⋮ Bounding quantile demand functions using revealed preference inequalities ⋮ Limit theory in monotone function estimation ⋮ Nonparametric shape-restricted regression ⋮ Unnamed Item ⋮ Local M-estimation with discontinuous criterion for dependent and limited observations ⋮ Unnamed Item ⋮ Limit distribution theory for block estimators in multiple isotonic regression ⋮ The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators ⋮ Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems ⋮ Shape-restricted inference for Lorenz curves using duality theory ⋮ Limit distribution theory for maximum likelihood estimation of a log-concave density

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A general asymptotic scheme for inference under order restrictions
• A functional central limit theorem for weakly dependent sequences of random variables
• The empirical process of some long-range dependent sequences with an application to U-statistics
• Cube root asymptotics
• An invariance principle for \(\phi\)-mixing sequences
• The asymptotic behavior of monotone regression estimates
• Asymptotic distributions of slope-of-greatest-convex-minorant estimators
• Estimating a smooth monotone regression function
• Nonparametric regression under qualitative smoothness assumptions
• A maximal inequality and dependent strong laws
• Long- and short-range dependent sequences under exponential subordination
• Isotonic inverse estimators for nonparametric deconvolution
• The limit distribution of the concave majorant of an empirical distribution function
• Estimating a monotone density from censored observations
• A canonical process for estimation of convex functions: the ``invelope of integrated Brownian motion \(+t^ 4\).
• Estimation of a convex function: Characterizations and asymptotic theory.
• Likelihood ratio tests for monotone functions.
• Distant long-range dependent sums and regression estimation
• Density estimation under long-range dependence
• Nonparametric regression under long-range dependent normal errors
• The empirical process of a short-range dependent stationary sequence under Gaussian subordination
• On the Estimation of Parameters Restricted by Inequalities
• Asymptotic normality ofr-estimates in the linear model
• Weak convergence to fractional brownian motion and to the rosenblatt process
• An approximation of partial sums of independent RV's, and the sample DF. II
• Convergence of integrated processes of arbitrary Hermite rank
• Estimating the Derivative of a Convex Density
• Monotone Regression and Density Function Estimation at a Point of Discontinuity
• Convergence of stochastic processes

This page was built for publication: A general asymptotic scheme for inference under order restrictions