45 citations · 115 across the 10 of their papers we have counts for
15 papers
Asymptotics of estimators for structured covariance matrices
Hendrik Paul Lopuhaä
We show that the limiting variance of a sequence of estimators for a structured covariance matrix has a general form that appears as the variance of a scaled projection of a random…
S-estimation in Linear Models with Structured Covariance Matrices
Hendrik Paul Lopuhaä, Valerie Gares, Anne Ruiz-Gazen
We provide a unified approach to S-estimation in balanced linear models with structured covariance matrices. Of main interest are S-estimators for linear mixed effects models, but…
The distance between a naive cumulative estimator and its least concave majorant
Hendrik P. Lopuhaä, Eni Musta
We consider the process , where is a cadlag step estimator for the primitive of a nonincreasing function on , and is the least c…
A central limit theorem for the Hellinger loss of Grenander type estimators
Hendrik P. Lopuhaä, Eni Musta
We consider Grenander type estimators for a monotone function , obtained as the slope of a concave (convex) estimate of the primitive of . Our main result…
Isotonized smooth estimators of a monotone baseline hazard in the Cox model
Hendrik P. Lopuhaä, Eni Musta
We consider two isotonic smooth estimators for a monotone baseline hazard in the Cox model, a maximum smooth likelihood estimator and a Grenander-type estimator based on the smooth…
Smoothed isotonic estimators of a monotone baseline hazard in the Cox model
Hendrik P. Lopuhaä, Eni Musta
We consider the smoothed maximum likelihood estimator and the smoothed Grenander-type estimator for a monotone baseline hazard rate in the Cox model. We analyze their asympto…
Smooth estimation of a monotone hazard and a monotone density under random censoring
Hendrik P. Lopuhaä, Eni Musta
We consider kernel smoothed Grenander-type estimators for a monotone hazard rate and a monotone density in the presence of randomly right censored data. We show that they converge…
Functional central limit theorems for single-stage samplings designs
Hélène Boistard, Hendrik P. Lopuhaä, Anne Ruiz-Gazen
For a joint model-based and design-based inference, we establish functional central limit theorems for the Horvitz-Thompson empirical process and the Hájek empirical process center…
A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation
Cécile Durot, Hendrik P. Lopuhaä
We consider Grenander type estimators for monotone functions in a very general setting, which includes estimation of monotone regression curves, monotone densities, and monoton…
Testing equality of functions under monotonicity constraints
Cécile Durot, Piet Groeneboom, Hendrik P. Lopuhaä
We consider the problem of testing equality of functions for the basis of independent samples from possibly different distributions unde…
The limit distribution of the -error of Grenander-type estimators
Cécile Durot, Vladimir N. Kulikov, Hendrik P. Lopuhaä
Let be a nonincreasing function defined on . Under standard regularity conditions, we derive the asymptotic distribution of the supremum norm of the difference between $…
Shape constrained nonparametric estimators of the baseline distribution in Cox proportional hazards model
Hendrik P. Lopuhaä, Gabriela F. Nane
We investigate nonparametric estimation of a monotone baseline hazard and a decreasing baseline density within the Cox model. Two estimators of a nondecreasing baseline hazard func…
Central limit theorem and influence function for the MCD estimators at general multivariate distributions
Eric A. Cator, Hendrik P. Lopuhaä
We define the minimum covariance determinant functionals for multivariate location and scatter through trimming functions and establish their existence at any multivariate distribu…
The behavior of the NPMLE of a decreasing density near the boundaries of the support
Vladimir N. Kulikov, Hendrik P. Lopuhaä
We investigate the behavior of the nonparametric maximum likelihood estimator for a decreasing density near the boundaries of the support of . We establish the l…
Asymptotic normality of the -error of the Grenander estimator
Vladimir N. Kulikov, Hendrik P. Lopuhaä
We investigate the limit behavior of the -distance between a decreasing density and its nonparametric maximum likelihood estimator for . Due to the inc…