Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression

Cites work

A Berry-Esseen theorem for sample quantiles under weak dependence
A general asymptotic scheme for inference under order restrictions
A generalization of the Lindeberg principle
A law of the iterated logarithm for Grenander's estimator
A local maximal inequality under uniform entropy
A multivariate CLT for local dependence with \(n^{-1/2}\log n\) rate and applications to multivariate graph related statistics
A new approach to strong embeddings
About the Berry-Esseen theorem for weakly dependent sequences
An approximation of partial sums of independent RV'-s, and the sample DF. I
An approximation of partial sums of independent RV's, and the sample DF. II
Analyzing bagging
Asymptotic normality of the \(L_1\) error of the Grenander estimator
Asymptotic normality of the L_k-error of the Grenander estimator
Berry-Esseen bounds for statistics of weakly dependent samples
Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs
Berry-Esseen theorems under weak dependence
Central limit theorems and bootstrap in high dimensions
Chernoff's density is log-concave
Chernoff's distribution and differential equations of parabolic and Airy type
Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Concentration inequalities and asymptotic results for ratio type empirical processes
Confidence sets for split points in decision trees
Convergence of linear functionals of the Grenander estimator under misspecification
Cube root asymptotics
Dependence of the Berry-Esseen estimate on the dimension
Editorial: Special issue on ``Nonparametric inference under shape constraints
Efficient regularized isotonic regression with application to gene-gene interaction search
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
Estimating a monotone density from censored observations
Estimation for Distributions with Monotone Failure Rate
Estimation of the mode
Exact convergence rates in some martingale central limit theorems
Gaussian approximation of suprema of empirical processes
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Gaussian processes: Inequalities, small ball probabilities and applications
scientific article; zbMATH DE number 991498 (Why is no real title available?)
scientific article; zbMATH DE number 3126936 (Why is no real title available?)
scientific article; zbMATH DE number 50805 (Why is no real title available?)
scientific article; zbMATH DE number 107551 (Why is no real title available?)
scientific article; zbMATH DE number 193111 (Why is no real title available?)
scientific article; zbMATH DE number 1975229 (Why is no real title available?)
scientific article; zbMATH DE number 2034517 (Why is no real title available?)
scientific article; zbMATH DE number 942202 (Why is no real title available?)
scientific article; zbMATH DE number 758453 (Why is no real title available?)
scientific article; zbMATH DE number 3288992 (Why is no real title available?)
Isotonic inverse estimators for nonparametric deconvolution
Least Median of Squares Regression
Limit distribution theory for block estimators in multiple isotonic regression
Mathematical foundations of infinite-dimensional statistical models
Monotone spectral density estimation
Multivariate normal approximation using exchangeable pairs
Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
Multivariate normal approximations by Stein's method and size bias couplings
New concentration inequalities in product spaces
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
Nonparametric estimation under shape constraints. Estimators, algorithms and asymptotics
Normal Approximation by Stein’s Method
Normal approximation under local dependence.
On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted U-statistics
On Integrated L¹ Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations
On Stein's method for multivariate normal approximation
On the \(\mathbb L_p\)-error of monotonicity constrained estimators
On the dependence of the Berry-Esseen bound on dimension
On the rate of convergence in the multivariate CLT
Reversing the Berry-Esseen Inequality
Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models
The behavior of the NPMLE of a decreasing density near the boundaries of the support
The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
The joint density of the maximum and its location for a Wiener process with drift
The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators
The maximum of Brownian motion minus a parabola
The maximum of Brownian motion with parabolic drift
The Reduced Monotonic Regression Method
Two estimators of the mean of a counting process with panel count data.
Weak convergence and empirical processes. With applications to statistics

Cited in

(4)

Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions
Berry-Esseen bounds for Chernoff-type non-standard asymptotics in isotonic regression
Bootstrap-assisted inference for generalized Grenander-type estimators
Cramér-type moderate deviations and law of the iterated logarithm of maximum smoothed likelihood estimator in the current status model

This page was built for publication: Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2135277)