This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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36
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Type:
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Contributed
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Date/Time:
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Sunday, August 1, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #307557 |
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Title:
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Estimation of a Discrete Monotone Distribution
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Author(s):
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Hanna Jankowski*+
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Companies:
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York University
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Address:
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, , , Canada
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Keywords:
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monotone decreasing ;
maximum likelihood ;
method of rearrangements ;
nonparametric inference ;
shape-constrained inference
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Abstract:
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We study and compare three estimators of a discrete monotone distribution: (a) the (raw) empirical estimator; (b) the method of rearrangements" estimator; and (c) the maximum likelihood estimator. We show that the maximum likelihood estimator strictly dominates both the rearrangement and empirical estimators in cases when the distribution has intervals of constancy. For strictly decreasing distributions, the estimators are asymptotically equivalent.
This is joint work with Jon A. Wellner.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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