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Article Dans Une Revue Statistics and Probability Letters Année : 2008

A second Marshall inequality in convex estimation

Résumé

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 http://arxiv.org/abs/math.ST/0609277], and is very similar to the original Marshall inequality in monotone estimation.

Dates et versions

hal-01575142 , version 1 (17-08-2017)

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Fadoua Balabdaoui, Kaspar Rufibach. A second Marshall inequality in convex estimation. Statistics and Probability Letters, 2008, 78 (2), pp.118-126. ⟨10.1016/j.spl.2007.05.009⟩. ⟨hal-01575142⟩
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