Asymptotic normality of the L1 error of the Grenander estimator
成果类型：
Article
署名作者：
Groeneboom, P; Hooghiemstra, G; Lopuhaä, HP
署名单位：
Delft University of Technology
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
1999
页码：
1316-1347
关键词：
摘要：
Groeneboom introduced a jump process that can be used (among other things) to study the asymptotic properties of the Grenander estimator of a monotone density. In this paper we derive the asymptotic normality of a suitably rescaled version of the L-1 error of the Grenander estimator, using properties of this jump process.