On the \(\mathbb L_p\)-error of monotonicity constrained estimators

DOI10.1214/009053606000001497zbMath1129.62024arXiv0708.2219OpenAlexW3121487299MaRDI QIDQ2642742

Cécile Durot

Publication date: 4 September 2007

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

Full work available at URL: https://arxiv.org/abs/0708.2219

zbMATH Keywords

central limit theoreminhomogeneous Poisson processleast concave majorantmonotone densitymonotone regressionmonotone failure ratedrifted Brownian motion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Related Items (34)

High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints ⋮ Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression ⋮ The distance between a naive cumulative estimator and its least concave majorant ⋮ Moderate deviations and nonparametric inference for monotone functions ⋮ A geometrical approach to iterative isotone regression ⋮ Isotonized smooth estimators of a monotone baseline hazard in the Cox model ⋮ Transform orders and stochastic monotonicity of statistical functionals ⋮ The limiting behavior of isotonic and convex regression estimators when the model is misspecified ⋮ Smooth estimation of a monotone hazard and a monotone density under random censoring ⋮ On the L_p error of the Grenander‐type estimator in the Cox model ⋮ Coverage of credible intervals in Bayesian multivariate isotonic regression ⋮ A unified study of nonparametric inference for monotone functions ⋮ Posterior contraction and testing for multivariate isotonic regression ⋮ A central limit theorem for the Hellinger loss of Grenander‐type estimators ⋮ Adaptivity and optimality of the monotone least-squares estimator ⋮ Limit theory in monotone function estimation ⋮ A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation ⋮ Isotonic regression meets Lasso ⋮ Karhunen–Loeve expansion for the additive two-sided Brownian motion ⋮ Limit distribution theory for block estimators in multiple isotonic regression ⋮ Isotonic regression in multi-dimensional spaces and graphs ⋮ Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison ⋮ The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators ⋮ A two-stage hybrid procedure for estimating an inverse regression function ⋮ Iterative isotonic regression ⋮ Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model ⋮ Monotone nonparametric regression with random design ⋮ Goodness-of-Fit Test for Monotone Functions ⋮ Isotonic regression in general dimensions ⋮ Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model ⋮ Unnamed Item ⋮ Testing equality of functions under monotonicity constraints ⋮ Uncoupled Isotonic Regression with Discrete Errors ⋮ Data-Driven Robust Resource Allocation with Monotonic Cost Functions

Cites Work

• Strong embedding of the estimator of the distribution function under random censorship
• Asymptotic normality of the \(L_1\) error of the Grenander estimator
• Sharp asymptotics for isotonic regression
• Asymptotic normality of the \(L_k\)-error of the Grenander estimator
• Estimation of a function under shape restrictions. Applications to reliability
• On the Estimation of Parameters Restricted by Inequalities
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the \(\mathbb L_p\)-error of monotonicity constrained estimators