Likelihood ratio tests for monotone functions.

DOI10.1214/aos/1015345959zbMath1043.62037OpenAlexW2136170874MaRDI QIDQ1848921

Moulinath Banerjee, Jon A. Wellner

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1015345959

zbMATH Keywords

Gaussian processlocal alternativesmonotone functionsconstrained estimationKullback-Leibler discrepancyslope processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Brownian motion (60J65)

Related Items

Computing confidence intervals for log-concave densities, Model based bootstrap methods for interval censored data, Rates and coverage for monotone densities using projection-posterior, Semiparametric binary regression models under shape constraints with an application to Indian schooling data, Midrank unification of rank tests for exact, tied, and censored data, The Current Duration Approach to Estimating Time to Pregnancy, Likelihood based inference for monotone response models, Moderate deviations and nonparametric inference for monotone functions, Penalized nonparametric likelihood-based inference for current status data model, Nonparametric estimation and inference under shape restrictions, Nonparametric estimation of a convex bathtub-shaped hazard function, Nonparametric confidence intervals for monotone functions, The limiting behavior of isotonic and convex regression estimators when the model is misspecified, Nonparametric Maximum Likelihood Estimation Under a Likelihood Ratio Order, Coverage of credible intervals in Bayesian multivariate isotonic regression, A unified study of nonparametric inference for monotone functions, Empirical likelihood ratio tests for two sample comparison under current status data, A general asymptotic scheme for inference under order restrictions, Likelihood based inference for current status data on a grid: a boundary phenomenon and an adaptive inference procedure, Empirical likelihood inferences for the semiparametric additive isotonic regression, Editorial: Special issue on ``Nonparametric inference under shape constraints, Some developments in the theory of shape constrained inference, Limit theory in monotone function estimation, Nonparametric shape-restricted regression, A conversation with Jon Wellner, Estimation of smooth regression functions in monotone response models, Inference for Constrained Estimation of Tumor Size Distributions, Concave regression: value-constrained estimation and likelihood ratio-based inference, Spiking problem in monotone regression: penalized residual sum of squares, Limit distribution theory for block estimators in multiple isotonic regression, The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators, Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems, Refinements of the Kiefer-Wolfowitz theorem and a test of concavity, A Semiparametric Binary Regression Model Involving Monotonicity Constraints, Confidence sets for split points in decision trees, Nonparametric inference under a monotone hazard ratio order, Smoothed weighted empirical likelihood ratio confidence intervals for quantiles, Coverage of credible intervals in nonparametric monotone regression, Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification, Estimation of a monotone density in \(s\)-sample biased sampling models, End-Point Estimation for Decreasing Densities: Asymptotic Behaviour of the Penalized Likelihood Ratio, A linear fit gets the correct monotonicity directions, A review of uncertainty quantification for density estimation, Confidence Intervals for Current Status Data, Likelihood Ratio Tests Under Local and Fixed Alternatives in Monotone Function Problems, Misclassification of current status data, Confidence intervals for multiple isotonic regression and other monotone models, Streaming motion in Leo I, On Nonparametric Maximum Likelihood Estimation with Interval Censoring and Left Truncation, Inference for the mode of a log-concave density, Likelihood ratio tests for monotone functions., Confidence Intervals for the Current Status Model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Cube root asymptotics
• The concave majorant of Brownian motion
• Asymptotic distributions of slope-of-greatest-convex-minorant estimators
• Semiparametric likelihood ratio inference
• Estimating a monotone density from censored observations
• Two estimators of the mean of a counting process with panel count data.
• A canonical process for estimation of convex functions: the ``invelope of integrated Brownian motion \(+t^ 4\).
• Likelihood ratio tests for monotone functions.
• Weak convergence and empirical processes. With applications to statistics
• Isotonic regression: Another look at the changepoint problem
• An Empirical Distribution Function for Sampling with Incomplete Information
• Goodness-of-fit test statistics that dominate the Kolmogorov statistics
• Nonparametric Likelihood Confidence Bands for a Distribution Function
• Consistency of the GMLE with Mixed Case Interval‐Censored Data