The silhouette, concentration functions and ML-density estimation under order restrictions.

DOI10.1214/AOS/1024691360zbMath1073.62523OpenAlexW2076085859MaRDI QIDQ1807149

Wolfgang Polonik

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1024691360

zbMATH Keywords

minimum volume setsleast concave majorantnonparametric maximum likelihood estimationEmpirical processesexcess masslevel set estimationGrenander density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Parametric inference under constraints (62F30) Order statistics; empirical distribution functions (62G30)

Related Items (16)

Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals ⋮ A note on uniform consistency of monotone function estimators ⋮ Cube root weak convergence of empirical estimators of a density level set ⋮ Optimal rates for estimation of two-dimensional totally positive distributions ⋮ On the risk of estimates for block decreasing densities ⋮ Nonparametric estimation of multivariate scale mixtures of uniform densities ⋮ Local asymptotic minimax theory for block-decreasing densities ⋮ The asymptotic distribution of the isotonic regression estimator over a general countable pre-ordered set ⋮ Limit properties of the monotone rearrangement for density and regression function estimation ⋮ Multiscale blind source separation ⋮ Entropy estimate for high-dimensional monotonic functions ⋮ Limit distribution theory for block estimators in multiple isotonic regression ⋮ Estimation of regression contour clusters -- an application of the excess mass approach to regression ⋮ Attributing a probability to the shape of a probability density ⋮ High-dimensional nonparametric density estimation via symmetry and shape constraints ⋮ Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods

Cites Work

• The length of the shorth
• The excess-mass ellipsiod
• Generalized quantile processes
• Minimum volume sets and generalized quantile processes
• Generalized majorization orderings and applications
• Nonparametric maximum likelihood estimation of spatial patterns
• Measuring mass concentrations and estimating density contour clusters -- An excess mass approach
• Estimation of the mode
• Continuous majorisation and randomness
• Excess Mass Estimates and Tests for Multimodality
• Estimation of a Convex Density Contour in Two Dimensions
• An Iterative Method for Estimating a Multivariate Mode and Isopleth
• On Estimating a Density which is Measurable with Respect to a $\sigma$-Lattice
• A Note on Estimating a Unimodal Density
• Maximum Likelihood Estimation of a Unimodal Density Function
• Results on Nonparametric Modal Intervals
• On Estimation of the Mode
• Inequalities: theory of majorization and its applications
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