Carregant...

A law of the iterated logarithm for Grenander’s estimator

In this note we prove the following law of the iterated logarithm for the Grenander estimator of a monotone decreasing density: If f(t(0)) > 0, f′(t(0)) < 0, and f′ is continuous in a neighborhood of t(0), then [Formula: see text] almost surely where [Formula: see text] here [Formula: see text...

Descripció completa

Guardat en:
Dades bibliogràfiques
Publicat a:Stoch Process Their Appl
Autors principals: Dümbgen, Lutz, Wellner, Jon A., Wolff, Malcolm
Format: Artigo
Idioma:Inglês
Publicat: 2016
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC5193173/
https://ncbi.nlm.nih.gov/pubmed/28042197
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spa.2016.04.012
Etiquetes: Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!