Literature DB >> 21686086

ON THE GRENANDER ESTIMATOR AT ZERO.

Fadoua Balabdaoui1, Hanna Jankowski, Marios Pavlides, Arseni Seregin, Jon Wellner.   

Abstract

We establish limit theory for the Grenander estimator of a monotone density near zero. In particular we consider the situation when the true density f(0) is unbounded at zero, with different rates of growth to infinity. In the course of our study we develop new switching relations using tools from convex analysis. The theory is applied to a problem involving mixtures.

Entities:  

Year:  2011        PMID: 21686086      PMCID: PMC3115542          DOI: 10.5705/ss.2011.038a

Source DB:  PubMed          Journal:  Stat Sin        ISSN: 1017-0405            Impact factor:   1.261


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