Asymptotic behavior of the grenander estimator at density flat regions

DOI10.2307/3316111MaRDI QIDQ4944644zbMATH OpenOpenAlexFDO

Authors Chris Carolan, Richard Dykstra

Publication date 20 November 2000

Published in The 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

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

Recommendations

• The Grenander estimator: A nonasymptotic approach
• On the Grenander estimator at zero
• Uniform central limit theorems for the Grenander estimator
• Asymptotic normality of the L_k-error of the Grenander estimator
• Grenander functionals and Cauchy's formula

Cites work

• scientific article; zbMATH DE number 3122097 (Why is no real title available?)
• scientific article; zbMATH DE number 3954050 (Why is no real title available?)
• The concave majorant of Brownian motion

Cited in

(33)

• Adaptive estimation of planar convex sets
• The asymptotic distribution of the isotonic regression estimator over a general countable pre-ordered set
• Limit theory in monotone function estimation
• Nonparametric shape-restricted regression
• Estimation of a discrete monotone distribution
• Limit distribution theory for block estimators in multiple isotonic regression
• Improved inference for vaccine-induced immune responses via shape-constrained methods
• Some comments on: ``The density flatness phenomenon by Alhakim and Molchanov and the Dickman distribution
• Stacked grenander and rearrangement estimators of a discrete distribution
• A unified study of nonparametric inference for monotone functions
• Convergence of linear functionals of the Grenander estimator under misspecification
• Distribution-free properties of isotonic regression
• Asymptotic normality of the L_k-error of the Grenander estimator
• The behavior of the NPMLE of a decreasing density near the boundaries of the support
• On risk bounds in isotonic and other shape restricted regression problems
• On the Grenander estimator at zero
• A law of the iterated logarithm for Grenander's estimator
• The least concave majorant of the empirical distribution function
• Monotone Regression and Density Function Estimation at a Point of Discontinuity
• A new perspective on least squares under convex constraint
• Uniform central limit theorems for the Grenander estimator
• A density based empirical likelihood approach for testing bivariate normality
• Grenander functionals and Cauchy's formula
• Unlinked monotone regression
• Marshall’s lemma for convex density estimation
• Global convergence of the log-concave MLE when the true distribution is geometric
• On convex least squares estimation when the truth is linear
• Nonparametric estimation of a convex bathtub-shaped hazard function
• On nonparametric estimation for cross-sectional sampled data under stationarity
• Contraction and uniform convergence of isotonic regression
• Simple estimators of the mixing proportion in a semi-parametric mixture with known component
• Global risk bounds and adaptation in univariate convex regression
• The Grenander estimator: A nonasymptotic approach

This page was built for publication: Asymptotic behavior of the grenander estimator at density flat regions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4944644)