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

DOI10.1214/12-AOS1015zbMath1257.62017arXiv1111.5934MaRDI 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 majorant; monotone density; monotone regression; monotone failure rate; extremal limit theorem; supremum distance

Mathematics Subject Classification ID

62G07: Density estimation

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

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