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A law of the iterated logarithm for Grenander's estimator

Lutz Dümbgen1, Jon A Wellner2, Malcolm Wolff2

  • 1University of Bern, Institute of Mathematical Statistics and Actuarial Science, Alpeneggstrasse 22, CH-3012 Bern.

Stochastic Processes and Their Applications
|January 3, 2017
PubMed

Keywords:
GrenanderStrassenlaw of iterated logarithmliminflimit setlimsuplocal empirical processmonotone densitystrong invariance theoremswitching

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