Estimation of a discrete monotone distribution

DOI10.1214/09-EJS526zbMath1326.62038arXiv0910.3221WikidataQ40151448 ScholiaQ40151448MaRDI QIDQ1952038

Jon A. Wellner, Hanna K. Jankowski

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.3221

zbMATH Keywords

rate of convergencerearrangementmaximum likelihoodGrenander estimatorlimit distributionsnonparametric estimationshape restrictionmonotone mass function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Admissibility in statistical decision theory (62C15)

Related Items (17)

Least-squares estimation of a convex discrete distribution ⋮ Modelling of count data using nonparametric mixtures ⋮ Testing convexity of a discrete distribution ⋮ Testing \(k\)-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population ⋮ Completely monotone distributions: mixing, approximation and estimation of number of species ⋮ Behaviour of the monotone single index model under repeated measurements ⋮ Bell-shaped sequences ⋮ Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain ⋮ 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 ⋮ Limit theory in monotone function estimation ⋮ Unnamed Item ⋮ Convergence of linear functionals of the Grenander estimator under misspecification ⋮ Limit distribution theory for block estimators in multiple isotonic regression ⋮ Multiple monotonicity of discrete distributions: the case of the Poisson model ⋮ Least squares estimation of a completely monotone pmf: from analysis to statistics ⋮ Discrete minimax estimation with trees

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