Marshall lemma in discrete convex estimation

DOI10.1016/J.SPL.2015.01.016MaRDI QIDQ2344880zbMATH OpenOpenAlexWikidataFDO

Authors Fadoua Balabdaoui, Cécile Durot

Publication date 18 May 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.01.016

zbMATH Keywords

convexMarshall lemmanonparametric least squarespmfshape constraints

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Order statistics; empirical distribution functions (62G30)

Review text

This short note proves a Marshall-type inequality in a discrete setting. Given a convex probability mass function \(p\) defined on \(\mathbb{N}\), let \(F\) be the corresponding distribution function, and suppose we have empirical distribution function \(\mathbb{F}_n\). Letting \(\widehat{p}_n\) be the discrete convex least-squares estimator of \(p\) and \(\widehat{F}_n\) be the corresponding distribution function, the authors prove that \[ \|\widehat{F}_n-F\|_\infty\leq 2 \|\mathbb{F}_n-F\|_\infty, \] where \(\|\cdot\|_\infty\) is the usual supremum norm.

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Cites work

• A Kiefer-Wolfowitz theorem for convex densities
• A second Marshall inequality in convex estimation
• Asymptotically minimax estimation of concave and convex distribution functions
• Estimation of a convex function: Characterizations and asymptotic theory.
• Least-squares estimation of a convex discrete distribution
• Marshall’s lemma for convex density estimation
• On asymptotics of the discrete convex LSE of a p.m.f.

Cited in

(6)

• Testing \(k\)-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population
• Some developments in the theory of shape constrained inference
• A second Marshall inequality in convex estimation
• On asymptotics of the discrete convex LSE of a p.m.f.
• Marshall’s lemma for convex density estimation
• Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain

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