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Estimating the Derivative of a Convex Density

机译:估计凸密度的导数

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The authors estimate the distribution of the resting time for migrating birds.The problem is seen as estimation of the derivative of a convex and decreasing density. The authors show results on the shape of the nonparametric maximum likelihood estimator (NPMLE) of a convex and decreasing density, and on the shape of a modified NPMLE. The authors give the optimal rate for the minimax risk when estimating the derivative, at a point, of a convex density; upper and lower bounds for the minimax risk are given in which the same rate, n(sup 2/5), applies. The lower bound is shown with the help of a Bayesian Cramer-Rao bound, and denseness arguments. The upper bound is shown with a kernel estimator technique.

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