A remark on the Grenander estimator

DOI10.1007/978-3-030-48814-7_5zbMATH Open1455.62077OpenAlexW3043735336MaRDI QIDQ5141230FDOQ5141230

Authors: Ivan Mizera 

Publication date: 18 December 2020

Published in: Analytical Methods in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-48814-7_5

Recommendations

• A minimax optimal estimator for continuous monotone densities
• Quasi-concave density estimation
• The Grenander estimator: A nonasymptotic approach
• On the Grenander estimator at zero
• Estimation of unimodal densities without smoothness assumptions

zbMATH Keywords

density estimationconvex optimizationdualityshape constraintsGrenander estimator

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Density estimation (62G07)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Approximation and estimation of \(s\)-concave densities via Rényi divergences
• Quasi-concave density estimation
• Title not available (Why is that?)
• Primal and dual formulations relevant for the numerical estimation of a probability density via regularization
• Shape constrained density estimation via penalized Rényi divergence

Cited In (2)

• Some New Results on Grubbs's Estimators
• Approximation and estimation of \(s\)-concave densities via Rényi divergences

This page was built for publication: A remark on the Grenander estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5141230)