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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…

Statistics Theory · Mathematics 2009-09-11 Fadoua Balabdaoui , Hanna K. Jankowski , Marios Pavlides , Arseni Seregin , Jon A. Wellner

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

Statistics Theory · Mathematics 2014-07-02 Jean-François Coeurjolly , Jesper Møller

In this paper, we consider a single-index mixed model with longitudinal data. A new set of estimating equations is proposed to estimate the single-index coefficient. The link function is estimated by using the local linear smoothing.…

Methodology · Statistics 2010-04-06 Zhen Pang , Liugen Xue

In this paper, a new proof of the Positive Mass Theorem is established through a newly discovered monotonicity formula, holding along the level sets of the Green's function of an asymptotically flat $3$-manifold. In the same context and for…

Differential Geometry · Mathematics 2023-06-07 V. Agostiniani , L. Mazzieri , F. Oronzio

This paper deals with robust marginal estimation under a general regression model when missing data occur in the response and also in some of covariates. The target is a marginal location parameter which is given through an $M-$functional.…

Suppose that a target function is monotonic, namely, weakly increasing, and an available original estimate of this target function is not weakly increasing. Rearrangements, univariate and multivariate, transform the original estimate to a…

Statistics Theory · Mathematics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Alfred Galichon

Evaluating joint probabilities of potential outcomes and observed variables, and their linear combinations, is a fundamental challenge in causal inference. This paper addresses the bounding and identification of these probabilities in…

Machine Learning · Statistics 2026-02-24 Naoya Hashimoto , Yuta Kawakami , Jin Tian

In this article, we consider the estimation of the marginal distributions for pairs of data are recorded, with unobserved order in each pair. New estimators are proposed and their asymptotic properties are established, by proving a…

Statistics Theory · Mathematics 2021-04-26 L. Dumitrescu , D. Harcourt

New perspectives, proofs, and some extensions of known results are presented concerning the behavior of the Fitzpatrick function of a monotone type operator in the general context of a locally convex space.

Functional Analysis · Mathematics 2017-12-27 M. D. Voisei

We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…

Statistics Theory · Mathematics 2019-04-16 Rajarshi Mukherjee , Bodhisattva Sen

In this paper, we study properties of penalized and structured M-estimators of multivariate scatter, based on geodesically convex but not necessarily smooth penalty functions. Existence and uniqueness conditions for these penalized and…

Methodology · Statistics 2026-03-31 Mengxi Yi , David Tyler

We introduce and study a class of determinantal probability measures generalising the class of discrete determinantal point processes. These measures live on the Grassmannian of a real, complex, or quaternionic inner product space that is…

Probability · Mathematics 2023-08-22 Adrien Kassel , Thierry Lévy

We study efficient differentially private algorithms for estimating monotone statistics, i.e., statistics that are monotone under the addition of new observations. The starting point for our investigation is subsample-and-aggregate: a…

Cryptography and Security · Computer Science 2026-05-28 Gavin Brown , Ephraim Linder , Mahbod Majid , Vikrant Singhal

Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…

Statistics Theory · Mathematics 2026-05-06 Yannick Baraud

In this paper, we consider a k-nearest neighbor kernel type estimator when the random variables belong in a Riemannian manifolds. We study asymptotic properties such as the consistency and the asymptotic distribution. A simulation study is…

Statistics Theory · Mathematics 2011-06-24 Guillermo Henry , Andrés Muñoz , Daniela Rodriguez

This study presents a novel approach to the density estimation of private values from second-price auctions, diverging from the conventional use of smoothing-based estimators. We introduce a Grenander-type estimator, constructed based on a…

Econometrics · Economics 2023-05-17 Haitian Xie

When observations are truncated, we are limited to an incomplete picture of our dataset. Recent methods propose to use score matching for truncated density estimation, where the access to the intractable normalising constant is not…

Methodology · Statistics 2024-04-15 Daniel J. Williams , Song Liu

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…

Plasma Physics · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia

We present new algorithms for $M$-estimators of multivariate scatter and location and for symmetrized $M$-estimators of multivariate scatter. The new algorithms are considerably faster than currently used fixed-point and related algorithms.…

Computation · Statistics 2015-12-10 Lutz Duembgen , Klaus Nordhausen , Heike Schuhmacher

Marshall's [Nonparametric Techniques in Statistical Inference (1970) 174--176] lemma is an analytical result which implies $\sqrt{n}$--consistency of the distribution function corresponding to the Grenander [Skand. Aktuarietidskr. 39 (1956)…

Statistics Theory · Mathematics 2023-04-17 Lutz Duembgen , Kaspar Rufibach , Jon A. Wellner