The behavior of the NPMLE of a decreasing density near the boundaries of the support

DOI10.1214/009053606000000100zbMath1092.62044arXivmath/0607015OpenAlexW3102880403MaRDI QIDQ2497180

Vladimir N. Kulikov, Hendrik P. Lopuhaä

Publication date: 3 August 2006

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

Full work available at URL: https://arxiv.org/abs/math/0607015

zbMATH Keywords

asymptotic distributionGrenander estimatorisotonic estimationestimating monotone densities at zero

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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Cites Work

• Cube root asymptotics
• Asymptotic normality of the \(L_1\) error of the Grenander estimator
• Adaptive smoothing for a penalized NPMLE of a non-increasing density
• Asymptotic normality of the \(L_k\)-error of the Grenander estimator
• The behavior of the NPMLE of a decreasing density near the boundaries of the support
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Estimating time to pregnancy from current durations in a cross-sectional sample
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