Estimation of a discrete probability under constraint of k-monotonicity

DOI10.1214/16-EJS1220MaRDI QIDQ502850zbMATH OpenFDO

Authors Jade Giguelay

Publication date 11 January 2017

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.06541, https://projecteuclid.org/euclid.ejs/1483585972

Mathematics Subject Classification ID

Density estimation (62G07) Parametric inference under constraints (62F30)

Abstract: We propose two least-squares estimators of a discrete probability under the constraint of k-monotony and study their statistical properties. We give a characterization of these estimators based on the decomposition on a spline basis of k-monotone sequences. We develop an algorithm derived from the Support Reduction Algorithm and we finally present a simulation study to illustrate their properties.

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(11)

• Multiple monotonicity of discrete distributions: the case of the Poisson model
• A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate
• Testing convexity of a discrete distribution
• Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain
• Testing \(k\)-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population
• Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints
• Completely monotone distributions: mixing, approximation and estimation of number of species
• Least-squares estimation of a convex discrete distribution
• Least squares estimation of a \(k\)-monotone density function
• Least squares estimation of a completely monotone pmf: from analysis to statistics
• Estimation of a discrete monotone distribution

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