Asymptotic normality of the \(L_k\)-error of the Grenander estimator

DOI10.1214/009053605000000462zbMath1086.62063arXivmath/0602244MaRDI QIDQ2368852

Hendrik P. Lopuhaä, Vladimir N. Kulikov

Publication date: 28 April 2006

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

Full work available at URL: https://arxiv.org/abs/math/0602244

zbMATH Keywords

central limit theorem; monotone density; concave majorant; isotonic estimation; Brownian motion with quadratic drift

Mathematics Subject Classification ID

62G07: Density estimation

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

60F05: Central limit and other weak theorems

Related Items

Monotone nonparametric regression with random design, Distribution of global measures of deviation between the empirical distribution function and its concave majorant, Nonparametric estimation of a regression function from backward recurrence times in a cross-sectional sampling, The behavior of the NPMLE of a decreasing density near the boundaries of the support, On the \(\mathbb L_p\)-error of monotonicity constrained estimators, Estimating the Upper Support Point in Deconvolution

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