English

Asymptotically efficient estimation under local constraint in Wicksell's problem

Statistics Theory 2024-10-21 v1 Statistics Theory

Abstract

We consider nonparametric estimation of the distribution function FF of squared sphere radii in the classical Wicksell problem. Under smoothness conditions on FF in a neighborhood of xx, in \cite{21} it is shown that the Isotonic Inverse Estimator (IIE) is asymptotically efficient and attains rate of convergence n/logn\sqrt{n / \log n}. If FF is constant on an interval containing xx, the optimal rate of convergence increases to n\sqrt{n} and the IIE attains this rate adaptively, i.e.\ without explicitly using the knowledge of local constancy. However, in this case, the asymptotic distribution is not normal. In this paper, we introduce three \textit{informed} projection-type estimators of FF, which use knowledge on the interval of constancy and show these are all asymptotically equivalent and normal. Furthermore, we establish a local asymptotic minimax lower bound in this setting, proving that the three \textit{informed} estimators are asymptotically efficient and a convolution result showing that the IIE is not efficient. We also derive the asymptotic distribution of the difference of the IIE with the efficient estimators, demonstrating that the IIE is \textit{not} asymptotically equivalent to the \textit{informed} estimators. Through a simulation study, we provide evidence that the performance of the IIE closely resembles that of its competitors.

Keywords

Cite

@article{arxiv.2410.14263,
  title  = {Asymptotically efficient estimation under local constraint in Wicksell's problem},
  author = {Francesco Gili and Geurt Jongbloed and Aad van der Vaart},
  journal= {arXiv preprint arXiv:2410.14263},
  year   = {2024}
}

Comments

34 pages, 7 figures

R2 v1 2026-06-28T19:26:58.988Z