End-Point Estimation for Decreasing Densities: Asymptotic Behaviour of the Penalized Likelihood Ratio

DOI10.1111/j.1467-9469.2009.00647.xzbMath1223.62023MaRDI QIDQ3077770

Jayanta Kumar Pal

Publication date: 22 February 2011

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00647.x

zbMATH Keywords

Brownian motion; adaptive penalization; monotone density estimation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

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The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators, The Current Duration Approach to Estimating Time to Pregnancy

Cites Work

• Isotonic estimation for grouped data
• Likelihood ratio tests for monotone functions.
• Adaptive smoothing for a penalized NPMLE of a non-increasing density
• The behavior of the NPMLE of a decreasing density near the boundaries of the support
• Multiplicative censoring, renewal processes, deconvolution and decreasing density: Nonparametric estimation
• Estimating time to pregnancy from current durations in a cross-sectional sample
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