Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection

DOI10.1214/009053607000000262zbMath1129.62019arXivmath/0509081OpenAlexW4303982611MaRDI QIDQ2473074

Publication date: 26 February 2008

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

Full work available at URL: https://arxiv.org/abs/math/0509081

zbMATH Keywords

splines rates of convergence maximum likelihood least squares convex inversion Hermite interpolation completely monotone minimax risk nonparametric estimation mixture models shape constraints multiply monotone \(k\)-fold integral of Brownian motion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Stochastic processes (60G99) Markov processes (60J99)

Related Items

Least-squares estimation of a convex discrete distribution, Least squares estimation of a \(k\)-monotone density function, Global correction of projection estimators under local constraint, Approximation and estimation of \(s\)-concave densities via Rényi divergences, Fusion of hard and soft information in nonparametric density estimation, Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency, Bracketing numbers of convex and \(m\)-monotone functions on polytopes, Completely monotone distributions: mixing, approximation and estimation of number of species, Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints, Revisiting consistency of a recursive estimator of mixing distributions, Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain, Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density, Optimal rates of convergence for convex set estimation from support functions, Discrete Schur-constant models, Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection, A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate, Limit distribution theory for block estimators in multiple isotonic regression, Partially Schur-constant models, Multiple monotonicity of discrete distributions: the case of the Poisson model, Computing maximum likelihood estimators of a log-concave density function, Enforcing shape constraints on a probability density estimate using an additive adjustment curve, Uniqueness of the maximum likelihood estimator for 𝑘-monotone densities, On convex least squares estimation when the truth is linear, On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment, On Multiply Monotone Distributions, Continuous or Discrete, with Applications, Empirical priors and posterior concentration rates for a monotone density, Confidence intervals for multiple isotonic regression and other monotone models, Limit distribution theory for maximum likelihood estimation of a log-concave density, Shape constrained kernel density estimation, Univariate log-concave density estimation with symmetry or modal constraints, Least squares estimation of a completely monotone pmf: from analysis to statistics, Discrete minimax estimation with trees, On the rate of convergence of the maximum likelihood estimator of a \(k\)-monotone density, Density deconvolution under a \(k\)-monotonicity constraint, Exact solutions in log-concave maximum likelihood estimation, Nonparametric estimation of the mixing density using polynomials

Cites Work