A general asymptotic scheme for inference under order restrictions

DOI10.1214/009053606000000443zbMATH Open1246.62019arXivmath/0611270OpenAlexW2003086049MaRDI QIDQ449956FDOQ449956

Authors: Dragi Anevski, Ola G. Hössjer 

Publication date: 3 September 2012

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

Abstract: Limit distributions for the greatest convex minorant and its derivative are considered for a general class of stochastic processes including partial sum processes and empirical processes, for independent, weakly dependent and long range dependent data. The results are applied to isotonic regression, isotonic regression after kernel smoothing, estimation of convex regression functions, and estimation of monotone and convex density functions. Various pointwise limit distributions are obtained, and the rate of convergence depends on the self similarity properties and on the rate of convergence of the processes considered.

Full work available at URL: https://arxiv.org/abs/math/0611270

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zbMATH Keywords

density estimationdependencelimit distributionsmonotoneconvexregression function estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Inference from stochastic processes (62M99) Asymptotic distribution theory in statistics (62E20) Parametric inference under constraints (62F30)

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