메뉴 건너뛰기




Volumn 35, Issue 3, 2007, Pages 1080-1104

On the double-struck L signp-error of monotonicity constrained estimators

Author keywords

Central limit theorem; Drifted Brownian motion; Inhomogeneous Poisson process; Least concave majorant; Monotone density; Monotone failure rate; Monotone regression

Indexed keywords


EID: 49749094758     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000001497     Document Type: Article
Times cited : (56)

References (17)
  • 1
    • 49749123396 scopus 로고    scopus 로고
    • BARLOW, R. E., BARTHOLOMEW, D. J., BREMNER, J. M. and BRUNK, H. D. (1972). Statistical Inference Under Order Restrictions. The Theory and Application of Isotonic Regression. Wiley, London. MR0326887
    • BARLOW, R. E., BARTHOLOMEW, D. J., BREMNER, J. M. and BRUNK, H. D. (1972). Statistical Inference Under Order Restrictions. The Theory and Application of Isotonic Regression. Wiley, London. MR0326887
  • 2
    • 0001278729 scopus 로고
    • On the estimation of parameters restricted by inequalities
    • MR0132632
    • BRUNK, H. D. (1958). On the estimation of parameters restricted by inequalities. Ann. Math. Statist. 29 437-454. MR0132632
    • (1958) Ann. Math. Statist , vol.29 , pp. 437-454
    • BRUNK, H.D.1
  • 3
    • 49749150408 scopus 로고    scopus 로고
    • BRUNK, H. D. (1970). Estimation of isotonic regression. In Nonparametric Techniques in Statistical Inference (M. L. Puri, ed.) 177-195. Cambridge Univ. Press. MR0277070
    • BRUNK, H. D. (1970). Estimation of isotonic regression. In Nonparametric Techniques in Statistical Inference (M. L. Puri, ed.) 177-195. Cambridge Univ. Press. MR0277070
  • 4
    • 0036003098 scopus 로고    scopus 로고
    • Sharp asymptotics for isotonic regression
    • MR1894068
    • DIJROT, C. (2002). Sharp asymptotics for isotonic regression. Probab. Theory Related Fields 122 222-240. MR1894068
    • (2002) Probab. Theory Related Fields , vol.122 , pp. 222-240
    • DIJROT, C.1
  • 5
    • 84945603474 scopus 로고
    • On the theory of mortality measurement. II
    • MR0093415
    • GRENANDER, U. (1956). On the theory of mortality measurement. II. Skand. Actuarietidskr. 39 125-153. MR0093415
    • (1956) Skand. Actuarietidskr , vol.39 , pp. 125-153
    • GRENANDER, U.1
  • 6
    • 49749094682 scopus 로고    scopus 로고
    • GROENEBOOM., P. (1985). Estimating a monotone density. In Proc. Berkeley Conference in Honor of Jerzy Neyman and Jack Kiefer(L. Le Cam and R. Olshen, eds.) 2 539-555. Wadsworth, Belmont, CA. MR0822052
    • GROENEBOOM., P. (1985). Estimating a monotone density. In Proc. Berkeley Conference in Honor of Jerzy Neyman and Jack Kiefer(L. Le Cam and R. Olshen, eds.) 2 539-555. Wadsworth, Belmont, CA. MR0822052
  • 7
    • 0002641355 scopus 로고
    • Brownian motion with a parabolic drift and Airy functions
    • MR0981568
    • GROENEBOOM, P. (1989). Brownian motion with a parabolic drift and Airy functions. Probab. Theory Related Fields 81 79-109. MR0981568
    • (1989) Probab. Theory Related Fields , vol.81 , pp. 79-109
    • GROENEBOOM, P.1
  • 9
    • 0001919568 scopus 로고
    • Estimation of a monotone density or monotone hazard rate under random censoring
    • MR1334065
    • HUANG, J. and WELLNER, J. A. (.1995). Estimation of a monotone density or monotone hazard rate under random censoring. Scand. J. Statist. 22 3-33. MR1334065
    • (1995) Scand. J. Statist , vol.22 , pp. 3-33
    • HUANG, J.1    WELLNER, J.A.2
  • 10
    • 0000411204 scopus 로고
    • An approximation of partial sums of independent RVs, and the sample DF
    • MR0375412
    • KOMLÓS, J., MAJOR, P. and TUSNÁ DY, G. (1975). An approximation of partial sums of independent RVs, and the sample DF. Z. Wahrsch. Vem. Gebiete 32 111-131. MR0375412
    • (1975) Z. Wahrsch. Vem. Gebiete , vol.32 , pp. 111-131
    • KOMLÓS, J.1    MAJOR, P.2    TUSNÁ3    DY, G.4
  • 11
    • 30344443664 scopus 로고    scopus 로고
    • k-error of the Grenander estimator
    • MR2211085
    • k-error of the Grenander estimator. Ann. Statist. 33 2228-2255. MR2211085
    • (2005) Ann. Statist , vol.33 , pp. 2228-2255
    • KULIKOV, V.N.1    LOPUHAÄ, H.P.2
  • 12
    • 0001001786 scopus 로고
    • Strong embedding of the estimator of the distribution function under random censorship
    • MR0959190
    • MAJOR, P. and. REJTO, L. (1988). Strong embedding of the estimator of the distribution function under random censorship. Ann. Statist. 16 1113-1132. MR0959190
    • (1988) Ann. Statist , vol.16 , pp. 1113-1132
    • MAJOR, P.1    REJTO, L.2
  • 13
    • 0002727835 scopus 로고
    • Estimation of a unimodal density
    • MR0267677
    • PRAKASA RAO, B. L. S. (1969). Estimation of a unimodal density. Sankhyā Ser. A. 31 23-36. MR0267677
    • (1969) Sankhyā Ser. A , vol.31 , pp. 23-36
    • PRAKASA RAO, B.L.S.1
  • 14
    • 23744513170 scopus 로고    scopus 로고
    • Estimation of a function under shape restrictions. Applications to reliability
    • MR2195637
    • REBOUL, L. (2005). Estimation of a function under shape restrictions. Applications to reliability. Ann. Statist. 33 1330-1356. MR2195637
    • (2005) Ann. Statist , vol.33 , pp. 1330-1356
    • REBOUL, L.1
  • 15
    • 49749153062 scopus 로고    scopus 로고
    • SAKHANENKO, A. I. (1985). Estimates in the invariance principle. Limit Theorems of Probability Theory 175 27-44. Trudy Inst. Mat. 5. (In Russian.) MR0821751
    • SAKHANENKO, A. I. (1985). Estimates in the invariance principle. Limit Theorems of Probability Theory 175 27-44. Trudy Inst. Mat. 5. (In Russian.) MR0821751
  • 16
    • 49749131117 scopus 로고    scopus 로고
    • SHORACK, G. R. and WELLNER, J. A. (1986). Empirical Processes with Applications to Statistics. Wiley, New York. MR0838963
    • SHORACK, G. R. and WELLNER, J. A. (1986). Empirical Processes with Applications to Statistics. Wiley, New York. MR0838963
  • 17
    • 0000067461 scopus 로고
    • A penalized maximum likelihood estimate of f (0+) when f is nonincreasing
    • MR1243398
    • WOODROOFE, M. and SUN, J. (1993). A penalized maximum likelihood estimate of f (0+) when f is nonincreasing. Statist. Sinica 3 501-515. MR1243398
    • (1993) Statist. Sinica , vol.3 , pp. 501-515
    • WOODROOFE, M.1    SUN, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.