Dümbgen, Lutz; Freitag, Sandra; Jongbloed, Geurt (2004). Consistency of Concave Regression with an Application to Current-Status Data. Mathematical methods of statistics, 13, pp. 69-81. Allerton Press
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We consider the problem of nonparametric estimation of a concave regression
function F. We show that the supremum distance between the least square
s estimatorand F on a compact interval is typically of order(log(n)/n)2/5. This entails rates of convergence for the estimator’s derivative. Moreover, we discuss the impact of additional constraints on F such as monotonicity and pointwise bounds. Then we apply these results to the analysis of current status data, where the distribution function of the event times is assumed to be concave.
Item Type: |
Journal Article (Original Article) |
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Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Dümbgen, Lutz |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
1066-5307 |
Publisher: |
Allerton Press |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
14 Dec 2015 09:33 |
Last Modified: |
05 Dec 2022 14:50 |
BORIS DOI: |
10.7892/boris.73748 |
URI: |
https://boris.unibe.ch/id/eprint/73748 |
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