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Estimation of a discrete monotone distribution

We study and compare three estimators of a discrete monotone distribution: (a) the (raw) empirical estimator; (b) the “method of rearrangements” estimator; and (c) the maximum likelihood estimator. We show that the maximum likelihood estimator strictly dominates both the rearrangement and empirical...

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Detalles Bibliográficos
Main Authors: Jankowski, Hanna K., Wellner, Jon A.
Formato: Artigo
Idioma:Inglês
Publicado: 2009
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC2858466/
https://ncbi.nlm.nih.gov/pubmed/20419057
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/09-EJS526
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