scientific article; zbMATH DE number 3126936
From MaRDI portal
Publication:3242523
Cited in
(only showing first 100 items - show all)- Nonparametric likelihood based estimation for a multivariate Lipschitz density
- Limit distribution theory for maximum likelihood estimation of a log-concave density
- Shape constrained kernel density estimation
- Central limit theorems for \(L_ p\)-norms of density estimators
- On consistency of the monotone MLE of survival for left truncated and interval-censored data
- On mode testing and empirical approximations to distributions
- Rates of convergence for minimum contrast estimators
- An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction
- Nonparametric maximum likelihood estimation in a non locally compact setting
- On the risk of estimates for block decreasing densities
- Unimodal density estimation using Bernstein polynomials
- Least squares estimation of a \(k\)-monotone density function
- The distance between a naive cumulative estimator and its least concave majorant
- Nonparametric tilted density function estimation: a cross-validation criterion
- Moderate deviations and nonparametric inference for monotone functions
- Nonparametric maximum likelihood computation of a \(U\)-shaped hazard function
- The asymptotic distribution of the isotonic regression estimator over a general countable pre-ordered set
- Editorial: Special issue on ``Nonparametric inference under shape constraints
- Some developments in the theory of shape constrained inference
- Recent progress in log-concave density estimation
- Shape constrained density estimation via penalized Rényi divergence
- Limit theory in monotone function estimation
- Nonparametric shape-restricted regression
- Divide and conquer in nonstandard problems and the super-efficiency phenomenon
- The total time on test transform and the decreasing percentile residual life aging notion
- Geometry of log-concave density estimation
- Estimation of a monotone density in \(s\)-sample biased sampling models
- Adaptation in log-concave density estimation
- The silhouette, concentration functions and ML-density estimation under order restrictions.
- Maximum likelihood estimation of smooth monotone and unimodal densities.
- Convex models, MLE and misspecification
- Least squares estimators of the mode of a unimodal regression function
- Estimation of a convex function: Characterizations and asymptotic theory.
- Likelihood ratio tests for monotone functions.
- Risk bounds in isotonic regression
- An appraisal of some aspects of statistical inference under inequality constraints
- A note on estimating a non-increasing density in the presence of selection bias
- On the estimation of integral \(f\)-squared
- A minimax optimal estimator for continuous monotone densities
- Iterative estimates for a smoothing parameter
- Restricted tests for and against the increasing failure rate ordering on multinomial parameters
- Adaptive smoothing for a penalized NPMLE of a non-increasing density
- Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
- Local continuity of log-concave projection, with applications to estimation under model misspecification
- Isotonic regression in multi-dimensional spaces and graphs
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity
- High-dimensional nonparametric density estimation via symmetry and shape constraints
- Coverage of credible intervals in nonparametric monotone regression
- On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models
- A review of uncertainty quantification for density estimation
- Confidence intervals for multiple isotonic regression and other monotone models
- Density deconvolution under a \(k\)-monotonicity constraint
- Exact solutions in log-concave maximum likelihood estimation
- Testing departures from the increasing hazard rate property
- Optimal false discovery rate control for large scale multiple testing with auxiliary information
- Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression
- Rates and coverage for monotone densities using projection-posterior
- Testing convexity of the generalised hazard function
- The limiting behavior of isotonic and convex regression estimators when the model is misspecified
- Completely monotone distributions: mixing, approximation and estimation of number of species
- Optimal rates for estimation of two-dimensional totally positive distributions
- A unified study of nonparametric inference for monotone functions
- Discrete mixture representations of parametric distribution families: geometry and statistics
- Bayesian estimation of a decreasing density
- Bi-\( s^\ast \)-concave distributions
- Monotonicity preservation properties of kernel regression estimators
- Convergence of linear functionals of the Grenander estimator under misspecification
- Shape-restricted inference for Lorenz curves using duality theory
- The bias of isotonic regression
- Empirical priors and posterior concentration rates for a monotone density
- Quantile regression approach to conditional mode estimation
- Asymptotic normality of the L_k-error of the Grenander estimator
- A note on uniform consistency of monotone function estimators
- Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions
- Isotonized smooth estimators of a monotone baseline hazard in the Cox model
- Chernoff's density is log-concave
- An active set algorithm to estimate parameters in generalized linear models with ordered predictors
- The behavior of the NPMLE of a decreasing density near the boundaries of the support
- A Bayes method for a monotone hazard rate via \(S\)-paths
- Partially smooth tail-index estimation for small samples
- On risk bounds in isotonic and other shape restricted regression problems
- Estimation of a function under shape restrictions. Applications to reliability
- On the \(\mathbb L_p\)-error of monotonicity constrained estimators
- Posterior contraction and testing for multivariate isotonic regression
- The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective
- Bayesian shape-constrained density estimation
- Fusion of hard and soft information in nonparametric density estimation
- A law of the iterated logarithm for Grenander's estimator
- Semiparametric regression with the U-shaped baseline hazard function in the additive hazards model under general censoring mechanisms
- Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints
- Asymptotically minimax estimation of concave and convex distribution functions
- Nonparametric estimation of multivariate scale mixtures of uniform densities
- A Bernstein-type estimator for decreasing density with application to p-value adjustments
- A conversation with Ulf Grenander
- A general asymptotic scheme for inference under order restrictions
- Confidence regions for high quantiles of a heavy tailed distribution
- Large-sample study of the kernel density estimators under multiplicative censoring
- Adaptivity and optimality of the monotone least-squares estimator
- Maximum likelihood estimation of a multi-dimensional log-concave density. With discussion and authors' reply
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3242523)