Estimating a monotone probability mass function with known flat regions
classification
🧮 math.ST
stat.TH
keywords
estimatormonotoneflatfunctionknownmassprobabilityregions
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We propose a new estimator of a discrete monotone probability mass function with known flat regions. We analyse its asymptotic properties and compare its performance to the Grenander estimator and to the monotone rearrangement estimator.
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