English

A Kiefer--Wolfowitz comparison theorem for Wicksell's problem

Statistics Theory 2007-11-06 v2 Statistics Theory

Abstract

We extend the isotonic analysis for Wicksell's problem to estimate a regression function, which is motivated by the problem of estimating dark matter distribution in astronomy. The main result is a version of the Kiefer--Wolfowitz theorem comparing the empirical distribution to its least concave majorant, but with a convergence rate n1lognn^{-1}\log n faster than n2/3lognn^{-2/3}\log n. The main result is useful in obtaining asymptotic distributions for estimators, such as isotonic and smooth estimators.

Cite

@article{arxiv.math/0611088,
  title  = {A Kiefer--Wolfowitz comparison theorem for Wicksell's problem},
  author = {Xiao Wang and Michael Woodroofe},
  journal= {arXiv preprint arXiv:math/0611088},
  year   = {2007}
}

Comments

Published in at http://dx.doi.org/10.1214/009053606000001604 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)