Bootstrap confidence intervals for isotonic estimators in a stereological problem

DOI10.3150/12-BEJ378MaRDI QIDQ1932227zbMATH OpenFDO

Authors Bodhisattva Sen, Michael Woodroofe

Publication date 17 January 2013

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.5420, https://projecteuclid.org/euclid.bj/1352727809

zbMATH Keywords

asymptotic normalityconsistency of bootstrapglobular clusternonstandard problemshape restricted estimationspherically symmetric distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Directional data; spatial statistics (62H11)

Abstract: Let $mathbfX=(X_1,X_2,X_3)$ be a spherically symmetric random vector of which only $(X_1,X_2)$ can be observed. We focus attention on estimating F, the distribution function of the squared radius $Z:=X_1^2+X_2^2+X_3^2$, from a random sample of $(X_1,X_2)$. Such a problem arises in astronomy where $(X_1,X_2,X_3)$ denotes the three dimensional position of a star in a galaxy but we can only observe the projected stellar positions $(X_1,X_2)$. We consider isotonic estimators of F and derive their limit distributions. The results are nonstandard with a rate of convergence $sqrtn/logn$. The isotonized estimators of F have exactly half the limiting variance when compared to naive estimators, which do not incorporate the shape constraint. We consider the problem of constructing point-wise confidence intervals for F, state sufficient conditions for the consistency of a bootstrap procedure, and show that the conditions are met by the conventional bootstrap method (generating samples from the empirical distribution function).

Recommendations

• Isotonic estimation and rates of convergence in Wicksell's problem
• Better Bootstrap Confidence Intervals
• Nonparametric bootstrap confidence bands for unfolding sphere size distributions
• Inconsistency of bootstrap: the Grenander estimator
• Distribution estimators and confidence intervals for stereological volumes

Cites work

• Cube root asymptotics
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• Inconsistency of bootstrap: the Grenander estimator
• Isotonic estimation and rates of convergence in Wicksell's problem
• On the asymptotic accuracy of Efron's bootstrap
• On the Bootstrap of the Maximum Score Estimator
• Some asymptotic theory for the bootstrap
• The jackknife and bootstrap

Cited in

(8)

• Nonparametric shape-restricted regression
• Nonparametric inference in a stereological model with oriented cylinders applied to dual phase steel
• Smooth estimation of size distributions in an oriented cylinder model
• Estimation of a star-shaped distribution function
• Semiparametric Bernstein-von Mises phenomenon via isotonized posterior in Wicksell's problem
• Adaptive and efficient isotonic estimation in Wicksell's problem
• Asymptotically efficient estimation under local constraint in Wicksell's problem
• Estimation of a distribution function with increasing failure rate average

This page was built for publication: Bootstrap confidence intervals for isotonic estimators in a stereological problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1932227)