On the Grenander estimator at zero
Statistics Theory
2009-09-11 v3 Statistics Theory
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 is unbounded at zero, with different rates of growth to infinity. In the course of our study we develop new switching relations by use of tools from convex analysis. The theory is applied to a problem involving mixtures.
Cite
@article{arxiv.0902.4453,
title = {On the Grenander estimator at zero},
author = {Fadoua Balabdaoui and Hanna K. Jankowski and Marios Pavlides and Arseni Seregin and Jon A. Wellner},
journal= {arXiv preprint arXiv:0902.4453},
year = {2009}
}
Comments
28 pages. See also: http://www.stat.washington.edu/www/research/reports/2009/tr554r1 http://www.stat.washington.edu/jaw/RESEARCH/PAPERS/available.html