Marshall lemma in discrete convex estimation

Balabdaoui, Fadoua; Durot, Cécile

Balabdaoui, Fadoua; Durot, Cécile (2015), Marshall lemma in discrete convex estimation, Statistics & Probability Letters, 99, p. 143-148. 10.1016/j.spl.2015.01.016

Type

Article accepté pour publication ou publié

Date

2015

Journal name

Statistics & Probability Letters

Volume

Publisher

Elsevier

Pages

143-148

Publication identifier

10.1016/j.spl.2015.01.016

Metadata

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Author(s)

Balabdaoui, Fadoua
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Durot, Cécile
Modélisation aléatoire de Paris X [MODAL'X]

Abstract (EN)

We show that the supremum distance between the cumulative distribution of the convex LSE and an arbitrary distribution function F with a convex pmf on N is at most twice the supremum distance between the empirical distribution function and F.

Subjects / Keywords

Convex; Nonparametric least squares; Marshall lemma; pmf; Shape constraints