Estimation of a convex function: Characterizations and asymptotic theory.

From MaRDI portal
Publication:1848920

DOI10.1214/aos/1015345958zbMath1043.62027OpenAlexW2122818263MaRDI QIDQ1848920

Jon A. Wellner, Geurt Jongbloed, Piet Groeneboom

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1015345958



Related Items

Least-squares estimation of a convex discrete distribution, Least squares estimation of a \(k\)-monotone density function, Computing confidence intervals for log-concave densities, Approximation and estimation of \(s\)-concave densities via Rényi divergences, Semiparametric binary regression models under shape constraints with an application to Indian schooling data, Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions, Fusion of hard and soft information in nonparametric density estimation, Adaptive estimation of planar convex sets, A law of the iterated logarithm for Grenander's estimator, Rho-estimators for shape restricted density estimation, The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models, Nonparametric estimation and inference under shape restrictions, Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency, Nonparametric estimation of a convex bathtub-shaped hazard function, Quasi-concave density estimation, On Convergence Rates of Convex Regression in Multiple Dimensions, Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints, Shape restricted nonparametric regression with Bernstein polynomials, Convex transversals, Robust nonparametric frontier estimation in two steps, The limiting behavior of isotonic and convex regression estimators when the model is misspecified, On the population least‐squares criterion in the monotone single index model, On univariate convex regression, Completely monotone distributions: mixing, approximation and estimation of number of species, Nonparametric estimation of multivariate convex-transformed densities, Optimal rates for estimation of two-dimensional totally positive distributions, Nonparametric estimation of multivariate scale mixtures of uniform densities, Revisiting consistency of a recursive estimator of mixing distributions, 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, Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation, Representation theorem for convex nonparametric least squares, Nonparametric least squares estimation of a multivariate convex regression function, Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density, Consistent estimation of a convex density at the origin, A general asymptotic scheme for inference under order restrictions, Optimal rates of convergence for convex set estimation from support functions, Chernoff's density is log-concave, An active set algorithm to estimate parameters in generalized linear models with ordered predictors, Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data, Current status data with competing risks: consistency and rates of convergence of the MLE, Current status data with competing risks: Limiting distribution of the MLE, Editorial: Special issue on ``Nonparametric inference under shape constraints, Some developments in the theory of shape constrained inference, Recent progress in log-concave density estimation, Shape constrained density estimation via penalized Rényi divergence, Shape constraints in economics and operations research, Nonparametric shape-restricted regression, A conversation with Jon Wellner, Concave regression: value-constrained estimation and likelihood ratio-based inference, Geometry of log-concave density estimation, Active set algorithms for estimating shape-constrained density ratios, Unnamed Item, Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection, A penalized method for multivariate concave least squares with application to productivity analysis, A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate, Approximating optimization problems over convex functions, Segmented concave least squares: a nonparametric piecewise linear regression, A second Marshall inequality in convex estimation, Limit distribution theory for block estimators in multiple isotonic regression, Nonparametric function estimation subject to monotonicity, convexity and other shape constraints, Global convergence of the log-concave MLE when the true distribution is geometric, On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density, Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency, Interarrival times in a counting process and bird watching, Computing maximum likelihood estimators of a log-concave density function, Uniqueness of the maximum likelihood estimator for 𝑘-monotone densities, Convex analysis in the semiparametric model with Bernstein polynomials, On convex least squares estimation when the truth is linear, Adaptation in log-concave density estimation, A review of uncertainty quantification for density estimation, Global risk bounds and adaptation in univariate convex regression, Confidence intervals for multiple isotonic regression and other monotone models, Semiparametric \(M\)-estimation with non-smooth criterion functions, Limit distribution theory for maximum likelihood estimation of a log-concave density, Estimating the Proportion of True Null Hypotheses, with application to DNA Microarray Data, Estimating a concave distribution function from data corrupted with additive noise, Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules, Shape constrained kernel density estimation, Smooth tail-index estimation, Univariate log-concave density estimation with symmetry or modal constraints, Least squares estimation of a completely monotone pmf: from analysis to statistics, On uniform consistent estimators for convex regression, Sample selection models with monotone control functions, Discrete minimax estimation with trees, Distribution-free properties of isotonic regression, Inference for the mode of a log-concave density, Density deconvolution under a \(k\)-monotonicity constraint, Multiscale maximum likelihood analysis of a semiparametric model, with applications., Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density, Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints, Marshall lemma in discrete convex estimation, Exact solutions in log-concave maximum likelihood estimation, Stratified incomplete local simplex tests for curvature of nonparametric multiple regression, Penalized unimodal spline density estimation with application to \(M\)-estimation, On the Sensitivity of Least Squares Data Fitting by Nonnegative Second Divided Differences, Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation



Cites Work