Inconsistency of bootstrap: the Grenander estimator

DOI10.1214/09-AOS777zbMath1202.62057arXiv1010.3825OpenAlexW1980605742MaRDI QIDQ987994

Bodhisattva Sen, Moulinath Banerjee, Michael B. Woodroofe

Publication date: 24 August 2010

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

Full work available at URL: https://arxiv.org/abs/1010.3825

zbMATH Keywords

empirical distribution function smoothed bootstrap least concave majorant decreasing density \(m\) out of \(n\) bootstrap nonparametric maximum likelihood estimate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

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