The behavior of the NPMLE of a decreasing density near the boundaries of the support

V.N. Kulikov; H.P. Lopuhaä

doi:10.1214/009053606000000100

The behavior of the NPMLE of a decreasing density near the boundaries of the support

V.N. Kulikov
, H.P. Lopuhaä

Eurandom

Research output: Contribution to journal › Article › Academic › peer-review

34 Citations (Scopus)

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Abstract

We investigate the behavior of the nonparametric maximum likelihood estimator f^n for a decreasing density f near the boundaries of the support of f. We establish the limiting distribution of f^n(n-a), where we need to distinguish between different values of 0

Original language	English
Pages (from-to)	742-768
Journal	The Annals of Statistics
Volume	34
Issue number	2
DOIs	https://doi.org/10.1214/009053606000000100
Publication status	Published - 2006

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title = "The behavior of the NPMLE of a decreasing density near the boundaries of the support",

abstract = "We investigate the behavior of the nonparametric maximum likelihood estimator f\textasciicircum{}n for a decreasing density f near the boundaries of the support of f. We establish the limiting distribution of f\textasciicircum{}n(n-a), where we need to distinguish between different values of 0",

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DO - 10.1214/009053606000000100

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SP - 742

EP - 768

JO - The Annals of Statistics

JF - The Annals of Statistics

IS - 2

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The behavior of the NPMLE of a decreasing density near the boundaries of the support

Abstract

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