On the rate of convergence of the maximum likelihood estimator of a k-monotone density
DOI10.1007/S11425-009-0102-YzbMATH Open1176.62031OpenAlexW2021974929WikidataQ34091226 ScholiaQ34091226MaRDI QIDQ1042977FDOQ1042977
Authors: Fuchang Gao, Jon A. Wellner 
Publication date: 7 December 2009
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-009-0102-y
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Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Multiply monotone functions and their Laplace transforms
- Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
- Title not available (Why is that?)
- On estimating a density using Hellinger distance and some other strange facts
- Entropy estimate for high-dimensional monotonic functions
- Hellinger-consistency of certain nonparametric maximum likelihood estimators
- The Grenander estimator: A nonasymptotic approach
- Metric entropy of high dimensional distributions
- Entropy estimate for \(k\)-monotone functions via small ball probability of integrated Brownian motions
Cited In (17)
- How many Laplace transforms of probability measures are there?
- Uniqueness of the maximum likelihood estimator for 𝑘-monotone densities
- Bracketing numbers of convex and \(m\)-monotone functions on polytopes
- A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate
- Optimal convergence rates for Good's nonparametric maximum likelihood density estimator
- Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
- Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
- Minimax rates for conditional density estimation via empirical entropy
- Fusion of hard and soft information in nonparametric density estimation
- On convex least squares estimation when the truth is linear
- Title not available (Why is that?)
- A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation
- Entropy estimate for \(k\)-monotone functions via small ball probability of integrated Brownian motions
- Entropy of convex functions on \(\mathbb R^d\)
- Uniform central limit theorems for the Grenander estimator
- TheL1theory of estimation of monotone and unimodal densities
- Metric statistics: exploration and inference for random objects with distance profiles
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