A canonical process for estimation of convex functions: the ``invelope of integrated Brownian motion +t^ 4.
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A canonical process for estimation of convex functions: the ``invelope'' of integrated Brownian motion \(+t^ 4\).
A canonical process for estimation of convex functions: the ``invelope'' of integrated Brownian motion \(+t^ 4\).
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Cites work
- scientific article; zbMATH DE number 739283 (Why is no real title available?)
- scientific article; zbMATH DE number 274379 (Why is no real title available?)
- scientific article; zbMATH DE number 6791300 (Why is no real title available?)
- scientific article; zbMATH DE number 3280851 (Why is no real title available?)
- scientific article; zbMATH DE number 3288992 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- Integrated Brownian motion, conditioned to be positive
- Nonparametric regression under qualitative smoothness assumptions
- Statistics of shocks in solutions of inviscid Burgers equation
Cited in
(41)- Limit distribution theory for maximum likelihood estimation of a log-concave density
- Estimating a concave distribution function from data corrupted with additive noise
- Computing confidence intervals for log-concave densities
- Adaptive estimation of planar convex sets
- On univariate convex regression
- Some developments in the theory of shape constrained inference
- Recent progress in log-concave density estimation
- A conversation with Jon Wellner
- Concave regression: value-constrained estimation and likelihood ratio-based inference
- Estimation of a convex function: Characterizations and asymptotic theory.
- Likelihood ratio tests for monotone functions.
- Limit distribution theory for block estimators in multiple isotonic regression
- Confidence intervals for multiple isotonic regression and other monotone models
- Shape-restricted inference for Lorenz curves using duality theory
- Asymptotics of small deviations of the Bogoliubov processes with respect to a quadratic norm
- Univariate log-concave density estimation with symmetry or modal constraints
- Semiparametrically efficient estimation of Euclidean parameters under equality constraints
- A conversation with Piet Groeneboom
- Inference for the mode of a log-concave density
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
- Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation
- Consistent estimation of a convex density at the origin
- Chernoff's density is log-concave
- Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
- An improved global risk bound in concave regression
- A law of the iterated logarithm for Grenander's estimator
- Large deviation estimates of the crossing probability for pinned Gaussian processes
- Interarrival times in a counting process and bird watching
- Nonparametric estimation of multivariate scale mixtures of uniform densities
- A general asymptotic scheme for inference under order restrictions
- Optimal rates of convergence for convex set estimation from support functions
- Karhunen-Loeve expansion for the additive two-sided Brownian motion
- The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models
- On convex least squares estimation when the truth is linear
- Robust nonparametric frontier estimation in two steps
- Nonparametric estimation of a convex bathtub-shaped hazard function
- Inference for Local Parameters in Convexity Constrained Models
- Maximum likelihood estimation of the log-concave component in a semi-parametric mixture with a standard normal density
- Shape-constrained estimation for current duration data in cross-sectional studies
- Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model
- Current status data with competing risks: Limiting distribution of the MLE
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