Marshall lemma in discrete convex estimation

We show that the supremum distance between the cumulative distribution of the convex LSE and an arbitrary distribution function F with a convex pmf on N is at most twice the supremum distance between the empirical distribution function and F.

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Year of publication:	2015
Authors:	Balabdaoui, Fadoua ; Durot, Cécile
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 99.2015, C, p. 143-148
Publisher:	Elsevier
Subject:	Convex \| Nonparametric least squares \| Marshall lemma \| pmf \| Shape constraints

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011208329