Nonparametric Estimation under Shape Constraints

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Nonparametric Estimation under Shape Constraints

Estimators, Algorithms and Asymptotics

Economics Econometrics and economic statistics Probability and statistics Meteorology and climatology

Authors: Piet Groeneboom, Geurt Jongbloed

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Collection: Cambridge Series in Statistical and Probabilistic Mathematics

Language: English

Published by: Cambridge University Press

Published on: 11th December 2014

Format: LCP-protected ePub

Size: 102 Mb

ISBN: 9781316188613


Introduction

This book treats the latest developments in the theory of order-restricted inference, with special attention to nonparametric methods and algorithmic aspects. Among the topics treated are current status and interval censoring models, competing risk models, and deconvolution.

Methods and Applications

Methods of order restricted inference are used in computing maximum likelihood estimators and developing distribution theory for inverse problems of this type. The authors have been active in developing these tools and present the state of the art and the open problems in the field.

Audience and Structure

The earlier chapters provide an introduction to the subject, while the later chapters are written with graduate students and researchers in mathematical statistics in mind. Each chapter ends with a set of exercises of varying difficulty.

Illustrations

The theory is illustrated with the analysis of real-life data, which are mostly medical in nature.

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