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math.ST2008★ 9 cited
Nemirovski's Inequalities Revisited
Lutz Duembgen, Sara van de Geer, Mark Veraar +1
An important tool for statistical research are moment inequalities for sums of independent random vectors. Nemirovski and coworkers (1983, 2000) derived one particular type of such…
math.ST2008★ 21 cited
Nonparametric estimation of a convex bathtub-shaped hazard function
Hanna K. Jankowski, Jon A. Wellner
In this paper, we study the nonparametric maximum likelihood estimator (MLE) of a convex hazard function. We show that the MLE is consistent and converges at a local rate of $n^{2/…