Asymptotic normality of the \(L_1\) error of the Grenander estimator

DOI10.1214/aos/1017938928zbMath1105.62342OpenAlexW2167022934MaRDI QIDQ1568274

Piet Groeneboom, Gerard Hooghiemstra, Hendrik P. Lopuhaä

Publication date: 30 January 2001

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1017938928

zbMATH Keywords

central limit theorem\(L_1\)-normjump processmonotone densityconcave majorantisotonic estimationBrownian motion with quadratic drift

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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Cites Work

• Cube root asymptotics
• Central limit theorems for \(L_ p\)-norms of density estimators
• An extremal limit theorem for the argmax process of Brownian motion minus a parabolic drift
• Sharp asymptotics for isotonic regression
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Convergence of stochastic processes
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