Smooth estimation of a monotone density

A.W. van der Vaart; M.A. Laan

doi:10.1080/0233188031000124392

Smooth estimation of a monotone density

A.W. van der Vaart, M.A. Laan

Mathematics

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

We investigate the interplay of smoothness and monotonicity assumptions when estimating a density from a sample of observations. The nonparametric maximum likelihood estimator of a decreasing density on the positive half line attains a rate of convergence of n

Original language	English
Pages (from-to)	189-203
Journal	Statistics
Volume	37
Issue number	3
DOIs	https://doi.org/10.1080/0233188031000124392
Publication status	Published - 2003

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title = "Smooth estimation of a monotone density",

abstract = "We investigate the interplay of smoothness and monotonicity assumptions when estimating a density from a sample of observations. The nonparametric maximum likelihood estimator of a decreasing density on the positive half line attains a rate of convergence of n",

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AU - Laan, M.A.

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M3 - Article

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VL - 37

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EP - 203

JO - Statistics

JF - Statistics

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Smooth estimation of a monotone density

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