Nonasymptotic bounds for the quadratic risk of the Grenander estimator

DOI10.1017/prm.2020.27zbMath1465.62143OpenAlexW3015697137MaRDI QIDQ4987466

Malkhaz Shashiashvili

Publication date: 3 May 2021

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/prm.2020.27

zbMATH Keywords

Grenander estimatornonparametric estimationKolmogorov-Smirnov statisticnonasymptotic boundsquadratic risk bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

• The Grenander estimator: A nonasymptotic approach
• Asymptotic normality of statistics based on the convex minorants of empirical distribution functions
• Estimation of unimodal densities without smoothness assumptions
• Asymptotically minimax estimation of concave and convex distribution functions
• Asymptotic Statistics
• Combinatorial methods in density estimation
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