Estimating a monotone density from censored observations

DOI10.1214/AOS/1176325628zbMath0821.62016OpenAlexW1996174288MaRDI QIDQ1805550

Youping Huang, Cun-Hui Zhang

Publication date: 3 October 1995

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

Full work available at URL: https://doi.org/10.1214/aos/1176325628

zbMATH Keywords

Brownian motionanalytic solutionnonparametric maximum likelihood estimatorright-censored dataempirical distributionuniform consistencyleast concave majorantmonotone densityKaplan-Meier product-limit estimatorconcave distributionself-consistency equation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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