关于零处的格伦南德估计量。
ON THE GRENANDER ESTIMATOR AT ZERO.
作者信息
Balabdaoui Fadoua, Jankowski Hanna, Pavlides Marios, Seregin Arseni, Wellner Jon
机构信息
Centre de Recherche en Mathématiques de la Décision, Université Paris-Dauphine, Paris, 75775, France.
出版信息
Stat Sin. 2011 Apr;21(2):873-899. doi: 10.5705/ss.2011.038a.
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 f(0) is unbounded at zero, with different rates of growth to infinity. In the course of our study we develop new switching relations using tools from convex analysis. The theory is applied to a problem involving mixtures.
摘要
我们建立了单调密度在零点附近的格伦南德估计量的极限理论。特别地，我们考虑真实密度f(0)在零点无界且趋于无穷的增长速率不同的情况。在研究过程中，我们利用凸分析工具开发了新的切换关系。该理论应用于一个涉及混合的问题。
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