A second Marshall inequality in convex estimation

Fadoua Balabdaoui and Kaspar Rufibach

Statistics & Probability Letters, 2008, vol. 78, issue 2, 118-126

Abstract: We prove a second Marshall inequality for adaptive convex density estimation via least squares. The result completes the first inequality proved recently by Dümbgen et al. [2007. Marshall's lemma for convex density estimation. IMS Lecture Notes--Monograph Series, submitted for publication. Preprint available at ], and is very similar to the original Marshall inequality in monotone estimation.

Keywords: Convex; density; Cubic; polynomial; Kiefer-Wolfowitz; theorem; Least; squares; estimation; Marshall's; lemma (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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