Estimating the derivative of a convex density

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Sammanfattning

We obtain a relation between the time between two bird-catchings and the total resting period of a bird, leading to the problem of estimating the derivative of a convex density. We state a fundamental result on the nonparametric maximum likelihood estimator of a convex density. Further, we derive the optimal rate in the minimax risk sense for estimating the derivative of a convex density.
Originalspråkengelska
Sidor (från-till)245-257
TidskriftStatistica Neerlandica
Volym57
Nummer2
DOI
StatusPublished - 2003

Ämnesklassifikation (UKÄ)

  • Sannolikhetsteori och statistik

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