Asymptotic behavior of the grenander estimator at density flat regions

DOI10.2307/3316111zbMath0949.62035OpenAlexW2118896934MaRDI QIDQ4944644

Chris Carolan, Richard L. Dykstra

Publication date: 20 November 2000

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

Full work available at URL: https://doi.org/10.2307/3316111

zbMATH Keywords

Brownian motionisotonic regressionleast concave majorantmonotone density estimationunimodal density estimation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes (62M99)

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Cites Work

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• The concave majorant of Brownian motion

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