Estimation of a convex function: Characterizations and asymptotic theory.
From MaRDI portal
Publication:1848920
DOI10.1214/AOS/1015345958zbMath1043.62027OpenAlexW2122818263MaRDI QIDQ1848920
Jon A. Wellner, Geurt Jongbloed, Piet Groeneboom
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1015345958
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)
Related Items (97)
Least-squares estimation of a convex discrete distribution ⋮ Least squares estimation of a \(k\)-monotone density function ⋮ Computing confidence intervals for log-concave densities ⋮ Approximation and estimation of \(s\)-concave densities via Rényi divergences ⋮ Semiparametric binary regression models under shape constraints with an application to Indian schooling data ⋮ Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions ⋮ Fusion of hard and soft information in nonparametric density estimation ⋮ Adaptive estimation of planar convex sets ⋮ A law of the iterated logarithm for Grenander's estimator ⋮ Rho-estimators for shape restricted density estimation ⋮ The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models ⋮ Nonparametric estimation and inference under shape restrictions ⋮ Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency ⋮ Nonparametric estimation of a convex bathtub-shaped hazard function ⋮ Quasi-concave density estimation ⋮ On Convergence Rates of Convex Regression in Multiple Dimensions ⋮ Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints ⋮ Shape restricted nonparametric regression with Bernstein polynomials ⋮ Convex transversals ⋮ Robust nonparametric frontier estimation in two steps ⋮ The limiting behavior of isotonic and convex regression estimators when the model is misspecified ⋮ On the population least‐squares criterion in the monotone single index model ⋮ On univariate convex regression ⋮ Completely monotone distributions: mixing, approximation and estimation of number of species ⋮ Nonparametric estimation of multivariate convex-transformed densities ⋮ Optimal rates for estimation of two-dimensional totally positive distributions ⋮ Nonparametric estimation of multivariate scale mixtures of uniform densities ⋮ Revisiting consistency of a recursive estimator of mixing distributions ⋮ Inference for Local Parameters in Convexity Constrained Models ⋮ Maximum likelihood estimation of the log-concave component in a semi-parametric mixture with a standard normal density ⋮ Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation ⋮ Representation theorem for convex nonparametric least squares ⋮ Nonparametric least squares estimation of a multivariate convex regression function ⋮ Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density ⋮ Consistent estimation of a convex density at the origin ⋮ A general asymptotic scheme for inference under order restrictions ⋮ Optimal rates of convergence for convex set estimation from support functions ⋮ Chernoff's density is log-concave ⋮ An active set algorithm to estimate parameters in generalized linear models with ordered predictors ⋮ Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data ⋮ Current status data with competing risks: consistency and rates of convergence of the MLE ⋮ Current status data with competing risks: Limiting distribution of the MLE ⋮ Editorial: Special issue on ``Nonparametric inference under shape constraints ⋮ Some developments in the theory of shape constrained inference ⋮ Recent progress in log-concave density estimation ⋮ Shape constrained density estimation via penalized Rényi divergence ⋮ Shape constraints in economics and operations research ⋮ Nonparametric shape-restricted regression ⋮ A conversation with Jon Wellner ⋮ Concave regression: value-constrained estimation and likelihood ratio-based inference ⋮ Geometry of log-concave density estimation ⋮ Active set algorithms for estimating shape-constrained density ratios ⋮ Unnamed Item ⋮ Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection ⋮ A penalized method for multivariate concave least squares with application to productivity analysis ⋮ A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate ⋮ Approximating optimization problems over convex functions ⋮ Segmented concave least squares: a nonparametric piecewise linear regression ⋮ A second Marshall inequality in convex estimation ⋮ Limit distribution theory for block estimators in multiple isotonic regression ⋮ Nonparametric function estimation subject to monotonicity, convexity and other shape constraints ⋮ Global convergence of the log-concave MLE when the true distribution is geometric ⋮ On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density ⋮ Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency ⋮ Interarrival times in a counting process and bird watching ⋮ Computing maximum likelihood estimators of a log-concave density function ⋮ Uniqueness of the maximum likelihood estimator for 𝑘-monotone densities ⋮ Convex analysis in the semiparametric model with Bernstein polynomials ⋮ On convex least squares estimation when the truth is linear ⋮ Adaptation in log-concave density estimation ⋮ A review of uncertainty quantification for density estimation ⋮ Global risk bounds and adaptation in univariate convex regression ⋮ Confidence intervals for multiple isotonic regression and other monotone models ⋮ Semiparametric \(M\)-estimation with non-smooth criterion functions ⋮ Limit distribution theory for maximum likelihood estimation of a log-concave density ⋮ Estimating the Proportion of True Null Hypotheses, with application to DNA Microarray Data ⋮ Estimating a concave distribution function from data corrupted with additive noise ⋮ Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules ⋮ Shape constrained kernel density estimation ⋮ Smooth tail-index estimation ⋮ Univariate log-concave density estimation with symmetry or modal constraints ⋮ Least squares estimation of a completely monotone pmf: from analysis to statistics ⋮ On uniform consistent estimators for convex regression ⋮ Sample selection models with monotone control functions ⋮ Discrete minimax estimation with trees ⋮ Distribution-free properties of isotonic regression ⋮ Inference for the mode of a log-concave density ⋮ Density deconvolution under a \(k\)-monotonicity constraint ⋮ Multiscale maximum likelihood analysis of a semiparametric model, with applications. ⋮ Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density ⋮ Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints ⋮ Marshall lemma in discrete convex estimation ⋮ Exact solutions in log-concave maximum likelihood estimation ⋮ Stratified incomplete local simplex tests for curvature of nonparametric multiple regression ⋮ Penalized unimodal spline density estimation with application to \(M\)-estimation ⋮ On the Sensitivity of Least Squares Data Fitting by Nonnegative Second Divided Differences ⋮ Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation
Cites Work
- Cube root asymptotics
- The asymptotic behavior of monotone regression estimates
- Nonparametric regression under qualitative smoothness assumptions
- Consistency in concave regression
- Minimax lower bounds and moduli of continuity
- Weak convergence and empirical processes. With applications to statistics
- On the Estimation of Parameters Restricted by Inequalities
- Point Estimates of Ordinates of Concave Functions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Estimation of a convex function: Characterizations and asymptotic theory.