On the Grenander estimator at zero

DOI10.5705/SS.2011.038AMaRDI QIDQ2999753zbMATH OpenOpenAlexWikidataFDO

Authors Fadoua Balabdaoui, Hanna Jankowski, Marios G. Pavlides, Arseni Seregin, Jon A. Wellner

Publication date 16 May 2011

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0902.4453, http://europepmc.org/articles/pmc3115542, http://www3.stat.sinica.edu.tw/statistica/j21n2/J21N217/J21N217.html

zbMATH Keywords

convex analysisinconsistencylimit distributionmaximum likelihoodmixture distributionsmonotone densitynonparametric estimationPoisson processrate of growthswitching relations

Mathematics Subject Classification ID

General convexity (52A99) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Abstract: We establish limit theory for the Grenander estimator of a monotone density near zero. In particular we consider the situation when the true density $f_0$ is unbounded at zero, with different rates of growth to infinity. In the course of our study we develop new switching relations by use of tools from convex analysis. The theory is applied to a problem involving mixtures.

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Cited in

(21)

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• Nonparametric shape-restricted regression
• Estimation of a discrete monotone distribution
• Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
• A unified study of nonparametric inference for monotone functions
• Convergence of linear functionals of the Grenander estimator under misspecification
• Higher criticism for large-scale inference, especially for rare and weak effects
• The current duration approach to estimating time to pregnancy
• A law of the iterated logarithm for Grenander's estimator
• Nonparametric estimation of multivariate scale mixtures of uniform densities
• Asymptotic behavior of the grenander estimator at density flat regions
• Nonasymptotic bounds for the quadratic risk of the Grenander estimator
• Grenander functionals and Cauchy's formula
• A remark on the Grenander estimator
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• Cramér type moderate deviations for the Grenander estimator near the boundaries of the support
• Contraction and uniform convergence of isotonic regression
• The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators

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