Asymptotic behavior of the grenander estimator at density flat regions

DOI10.2307/3316111MaRDI QIDQ4944644zbMATH OpenOpenAlexFDO

Authors Chris Carolan, Richard Dykstra

Publication date 20 November 2000

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3316111

zbMATH Keywords

isotonic regressionBrownian motionleast concave majorantmonotone density estimationunimodal density estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Inference from stochastic processes (62M99) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3122097 (Why is no real title available?)
• scientific article; zbMATH DE number 3954050 (Why is no real title available?)
• The concave majorant of Brownian motion

Cited in

(32)

• Improved inference for vaccine-induced immune responses via shape-constrained methods
• Convergence of linear functionals of the Grenander estimator under misspecification
• Limit theory in monotone function estimation
• Nonparametric shape-restricted regression
• Some comments on: ``The density flatness phenomenon by Alhakim and Molchanov and the Dickman distribution
• Limit distribution theory for block estimators in multiple isotonic regression
• Nonparametric estimation of a convex bathtub-shaped hazard function
• Distribution-free properties of isotonic regression
• Monotone Regression and Density Function Estimation at a Point of Discontinuity
• Global convergence of the log-concave MLE when the true distribution is geometric
• Global risk bounds and adaptation in univariate convex regression
• Marshall’s lemma for convex density estimation
• A new perspective on least squares under convex constraint
• Adaptive estimation of planar convex sets
• The Grenander estimator: A nonasymptotic approach
• A law of the iterated logarithm for Grenander's estimator
• The least concave majorant of the empirical distribution function
• The behavior of the NPMLE of a decreasing density near the boundaries of the support
• On convex least squares estimation when the truth is linear
• Stacked grenander and rearrangement estimators of a discrete distribution
• A density based empirical likelihood approach for testing bivariate normality
• On the Grenander estimator at zero
• Asymptotic normality of the L_k-error of the Grenander estimator
• A unified study of nonparametric inference for monotone functions
• Uniform central limit theorems for the Grenander estimator
• scientific article; zbMATH DE number 7415115 (Why is no real title available?)
• Grenander functionals and Cauchy's formula
• On risk bounds in isotonic and other shape restricted regression problems
• Contraction and uniform convergence of isotonic regression
• The asymptotic distribution of the isotonic regression estimator over a general countable pre-ordered set
• Estimation of a discrete monotone distribution
• On nonparametric estimation for cross-sectional sampled data under stationarity

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