Estimating a monotone probability mass function with known flat regions

Authors Dragi Anevski, Vladimir M. Pastukhov

Publication date 1 December 2016

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Abstract: We propose a new estimator of a discrete monotone probability mass function with known flat regions. We analyse its asymptotic properties and compare its performance to the Grenander estimator and to the monotone rearrangement estimator.

This page was built for publication: Estimating a monotone probability mass function with known flat regions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6280369)