Limit Theory in Monotone Function Estimation

Journal article (2018)

Authors

Cécile Durot Paris Nanterre University

H.P. Lopuhaä Statistics -

Research Group

Statistics () (TU Delft)

Cox model Maximum likelihood estimators Isotonic estimation Monotone density Current status model Limit theory Lp-distance Monotone failure rate Monotone regression Supremum distance

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http://resolver.tudelft.nl/uuid:95f1cb4b-bb91-4671-8796-2d54b9fd7c94

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Published Date

2018

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Statistics

Abstract

Abstract. We give an overview of the different concepts and methods that
are commonly used when studying the asymptotic properties of isotonic estimators.
After introducing the inverse process, we illustrate its use in establishing
weak convergence of the estimators at a fixed point and also weak
convergence of global distances, such as the Lp-distance and supremum distance.
Furthermore, we discuss the developments on smooth isotonic estimation.

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