The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators

DOI10.1214/12-AOS1015zbMath1257.62017arXiv1111.5934OpenAlexW2050969888MaRDI QIDQ693739

Hendrik P. Lopuhaä, Vladimir N. Kulikov, Cécile Durot

Publication date: 10 December 2012

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

Full work available at URL: https://arxiv.org/abs/1111.5934

zbMATH Keywords

least concave majorantmonotone densitymonotone regressionmonotone failure rateextremal limit theoremsupremum distance

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (20)

Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression ⋮ The distance between a naive cumulative estimator and its least concave majorant ⋮ Moderate deviations and nonparametric inference for monotone functions ⋮ Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints ⋮ Coverage of credible intervals in Bayesian multivariate isotonic regression ⋮ A unified study of nonparametric inference for monotone functions ⋮ Posterior contraction and testing for multivariate isotonic regression ⋮ A central limit theorem for the Hellinger loss of Grenander‐type estimators ⋮ Limit theory in monotone function estimation ⋮ Contraction and uniform convergence of isotonic regression ⋮ Convergence of linear functionals of the Grenander estimator under misspecification ⋮ Limit distribution theory for block estimators in multiple isotonic regression ⋮ The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators ⋮ Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model ⋮ Nonparametric inference under a monotone hazard ratio order ⋮ The bias of isotonic regression ⋮ On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models ⋮ A review of uncertainty quantification for density estimation ⋮ Quantile regression approach to conditional mode estimation ⋮ Unnamed Item

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