Estimating a monotone density
Piet Groeneboom · Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands · 1984
Some local and global results on estimating a monotone density are discussed.In particular, it is shown that a centered version of the L 1 -distance between a smooth strictly decreasing density and its MLE is asymptotically normal and has an asymptotic variance which is independent of the density.The result.s are derived from the structure of a jump process generated by Brownian motion.