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Estimation of a star-shaped distribution function.
- Source :
-
Journal of Nonparametric Statistics . Mar2017, Vol. 29 Issue 1, p22-39. 18p. - Publication Year :
- 2017
-
Abstract
- A life distribution function (DF)Fis said to be star-shaped ifis 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 whereis increasing using the arg max theorem. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10485252
- Volume :
- 29
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Journal of Nonparametric Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 120749190
- Full Text :
- https://doi.org/10.1080/10485252.2016.1239827