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    Estimation of a star-shaped distribution function

    Date
    2017
    Author
    El Barmi, Hammou
    Malla, Ganesh B.
    Mukerjee, Hari
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    Citation
    Hammou El Barmi, Ganesh Malla, and Hari Mukerjee Estimation of a star-shaped distribution function Journal Of Nonparametric Statistics Vol. 29 , Iss. 1, pp 22-39
    Abstract
    A life distribution function (DF) F is said to be star-shaped if F(x)/x is nondecreasing on its support. This generalises the model of a convex DF, even allowing for jumps. The nonparametric maximum likelihood estimation is known to be inconsistent. We provide a uniformly strongly consistent least-squares estimator. We also derive the convergence in distribution of the estimator at a point where F(x)/x is increasing using the arg max theorem.
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    URI
    http://dx.doi.org/10.1080/10485252.2016.1239827
    http://hdl.handle.net/10057/13019
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