Likelihood based inference for monotone response models

DOI10.1214/009053606000001578zbMath1133.62328arXiv0708.2177OpenAlexW3100750751MaRDI QIDQ2642735

Moulinath Banerjee

Publication date: 4 September 2007

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

Full work available at URL: https://arxiv.org/abs/0708.2177

zbMATH Keywords

likelihood ratio statisticgreatest convex minorantmonotone functionICMtwo-sided Brownian motionself-induced characterizationmonotone response modeluniversal limit

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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