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ON THE GRENANDER ESTIMATOR AT ZERO

Fadoua Balabdaoui, Hanna Jankowski, Marios Pavlides, Arseni Seregin and Jon Wellner
Statistica Sinica
Vol. 21, No. 2 (April 2011), pp. 873-899
Stable URL: http://www.jstor.org/stable/24309544
Page Count: 27
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
ON THE GRENANDER ESTIMATOR AT ZERO
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Abstract

We establish limit theory for the Grenander estimator of a monotone density near zero. In particular we consider the situation when the true density f0 is unbounded at zero, with different rates of growth to infinity. In the course of our study we develop new switching relations using tools from convex analysis. The theory is applied to a problem involving mixtures.

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