A second Marshall inequality in convex estimation

We prove a second Marshall inequality for adaptive convex density estimation via least squares. The result completes the first inequality proved recently by Dümbgen et al. [2007. Marshall's lemma for convex density estimation. IMS Lecture Notes--Monograph Series, submitted for publication. Preprint available at <http://arxiv.org/abs/math.ST/0609277>], and is very similar to the original Marshall inequality in monotone estimation.

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Year of publication:	2008
Authors:	Balabdaoui, Fadoua ; Rufibach, Kaspar
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 2, p. 118-126
Publisher:	Elsevier
Keywords:	Convex density Cubic polynomial Kiefer-Wolfowitz theorem Least squares estimation Marshall's lemma

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223660