user

Estimation of a star-shaped distribution function

被引：0
|
作者：
El Barmi, Hammou [1 ]
Malla, Ganesh [2 ]
Mukerjee, Hari [3 ]
机构：
[1] CUNY, Baruch Coll, Stat & CIS, One Baruch Way,Box 11-220, New York, NY 10010 USA
[2] Univ Cincinnati, Math Comp Geol & Phys, Clermont Coll, Batavia, OH 45103 USA
[3] Wichita State Univ, Math & Stat, Wichita, KS 67260 USA
来源：
JOURNAL OF NONPARAMETRIC STATISTICS | 2017年 / 29卷 / 01期
关键词：
Star-shaped distribution functions; uniform consistency; convergence in distribution; argmax theorem;
D O I：
10.1080/10485252.2016.1239827
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A life distribution function (DF) F is said to be star-shaped if F(x)/x is nondecreasing on its support. This generalises the model of a convex DF, even allowing for jumps. The nonparametric maximum likelihood estimation is known to be inconsistent. We provide a uniformly strongly consistent least-squares estimator. We also derive the convergence in distribution of the estimator at a point where F(x)/x is increasing using the arg max theorem.
引用
收藏
页码：22 / 39
页数：18
相关论文
共 50 条
  • [1] Estimation of Star-Shaped Distributions
    Liebscher, Eckhard
    Richter, Wolf-Dieter
    [J]. RISKS, 2016, 4 (04)
  • [2] On the estimation of a star-shaped set
    Baíllo, A
    Cuevas, A
    [J]. ADVANCES IN APPLIED PROBABILITY, 2001, 33 (04) : 717 - 726
  • [3] Consistent likelihood-based estimation of a star-shaped distribution
    Jongbloed, Geurt
    [J]. METRIKA, 2009, 69 (2-3) : 265 - 282
  • [4] Consistent likelihood-based estimation of a star-shaped distribution
    Geurt Jongbloed
    [J]. Metrika, 2009, 69 : 265 - 282
  • [5] Star-shaped Differentiable Functions and Star-shaped Differentials
    Pan Shao-rong 1
    [J]. Communications in Mathematical Research, 2010, 26 (01) : 41 - 52
  • [6] Spectral distribution of a star-shaped coupled network
    Qi, Xu Gen
    Mastorakis, Nikos E.
    [J]. NEW ASPECTS OF SYSTEMS, PTS I AND II, 2008, : 739 - +
  • [7] Spectral distribution of a star-shaped coupled network
    Qi, Xu Gen
    Mastorakis, Nikos E.
    [J]. WSEAS Transactions on Applied and Theoretical Mechanics, 2008, 3 (04): : 125 - 132
  • [8] Star-Shaped deviations
    Righi, Marcelo Brutti
    Moresco, Marlon Ruoso
    [J]. OPERATIONS RESEARCH LETTERS, 2022, 50 (05) : 548 - 554
  • [9] Estimation of Star-Shaped Reachable Sets of Nonlinear Control Systems
    Filippova, Tatiana F.
    [J]. LARGE-SCALE SCIENTIFIC COMPUTING, LSSC 2017, 2018, 10665 : 210 - 218
  • [10] Separation of linear and star-shaped polystyrenes by phase distribution chromatography
    Boye, Susanne
    Scharfenberg, Linda
    Lederer, Albena
    [J]. JOURNAL OF SEPARATION SCIENCE, 2010, 33 (22) : 3584 - 3594
12345