A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation

DOI10.1214/14-EJS958zbMath1309.62065arXiv1308.0417OpenAlexW2963518408MaRDI QIDQ485907

Hendrik P. Lopuhaä, Cécile Durot

Publication date: 14 January 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.0417

zbMATH Keywords

isotonic regressionleast concave majorantmonotone densitymonotone regressionmonotone failure rate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Related Items (11)

The distance between a naive cumulative estimator and its least concave majorant ⋮ Smooth estimation of a monotone hazard and a monotone density under random censoring ⋮ A unified study of nonparametric inference for monotone functions ⋮ On nonparametric estimation for cross-sectional sampled data under stationarity ⋮ Limit theory in monotone function estimation ⋮ Divide and conquer in nonstandard problems and the super-efficiency phenomenon ⋮ Uniform central limit theorems for the Grenander estimator ⋮ Convergence of linear functionals of the Grenander estimator under misspecification ⋮ Refinements of the Kiefer-Wolfowitz theorem and a test of concavity ⋮ Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model ⋮ Unnamed Item

Uses Software

• KernSmooth
• logcondens

Cites Work

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• On the Distance Between Cumulative Sum Diagram and Its Greatest Convex Minorant for Unequally Spaced Design Points
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Asymptotically minimax estimation of concave and convex distribution functions
• Smooth estimation of a monotone density
• A Kiefer-Wolfowitz theorem for convex densities

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