Estimation of a discrete monotone distribution

DOI10.1214/09-EJS526zbMath1326.62038arXiv0910.3221WikidataQ40151448 ScholiaQ40151448MaRDI QIDQ1952038

Jon A. Wellner, Hanna K. Jankowski

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.3221

zbMATH Keywords

rate of convergence; rearrangement; maximum likelihood; Grenander estimator; limit distributions; nonparametric estimation; shape restriction; monotone mass function

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G07: Density estimation

62E20: Asymptotic distribution theory in statistics

62G30: Order statistics; empirical distribution functions

62C15: Admissibility in statistical decision theory

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