Abstract Details
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Activity Number:
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497
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Type:
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Contributed
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Date/Time:
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Wednesday, August 6, 2014 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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Abstract #313606
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Title:
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On Multivariate Nonparametric MLEs Under Order Restrictions
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Author(s):
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Wolfgang Polonik*+
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Companies:
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University of California, Davis
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Keywords:
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order restriction ;
multivariate ;
density
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Abstract:
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Asymptotic distribution results for the classical Grenander estimator of a monotonic density often rely on the switching relation (Groeneboom, 1985) . We will introduce switching relations in multivariate situations and use them to derive results about the asymptotic distribution of order restricted MLEs of multivariate densities.
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Authors who are presenting talks have a * after their name.
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