A law of the iterated logarithm for Grenander's estimator

DOI10.1016/j.spa.2016.04.012zbMath1351.60032arXiv1502.00320OpenAlexW1904541856WikidataQ46172498 ScholiaQ46172498MaRDI QIDQ335664

Lutz Dümbgen, Malcolm Wolff, Jon A. Wellner

Publication date: 2 November 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.00320

zbMATH Keywords

Grenander estimatorlaw of iterated logarithmlocal empirical processmonotone densityStrassen limit setstrong invariance theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression, Moderate deviations and nonparametric inference for monotone functions, The limiting behavior of isotonic and convex regression estimators when the model is misspecified, A conversation with Jon Wellner, Estimation of a monotone density in \(s\)-sample biased sampling models

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