Convergence of linear functionals of the Grenander estimator under misspecification

DOI10.1214/13-AOS1196zbMath1302.62045arXiv1207.6614MaRDI QIDQ2249843

Hanna K. Jankowski

Publication date: 3 July 2014

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

Full work available at URL: https://arxiv.org/abs/1207.6614

zbMATH Keywords

linear functionalleast concave majorantmisspecified\(\sqrt{n}\)-convergenceGrenander estimationKL projection

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (16)

Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression ⋮ Adaptive estimation of planar convex sets ⋮ Adaptation in multivariate log-concave density estimation ⋮ On the risk of convex-constrained least squares estimators under misspecification ⋮ Limit theory in monotone function estimation ⋮ A new perspective on least squares under convex constraint ⋮ Uniform central limit theorems for the Grenander estimator ⋮ Contraction and uniform convergence of isotonic regression ⋮ Local continuity of log-concave projection, with applications to estimation under model misspecification ⋮ Convergence of linear functionals of the Grenander estimator under misspecification ⋮ Limit distribution theory for block estimators in multiple isotonic regression ⋮ On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density ⋮ On convex least squares estimation when the truth is linear ⋮ On risk bounds in isotonic and other shape restricted regression problems ⋮ Estimation of a monotone density in \(s\)-sample biased sampling models ⋮ Global risk bounds and adaptation in univariate convex regression

Uses Software

• LogConcDEAD
• logcondiscr

Cites Work

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