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- W3155609715 abstract "Suppose X1,…,Xn is a random sample from a bounded and decreasing density f0 on [0,∞). We are interested in estimating such f0, with special interest in f0(0). This problem is encountered in various statistical applications and has gained quite some attention in the statistical literature. It is well known that the maximum likelihood estimator is inconsistent at zero. This has led several authors to propose alternative estimators which are consistent. As any decreasing density can be represented as a scale mixture of uniform densities, a Bayesian estimator is obtained by endowing the mixture distribution with the Dirichlet process prior. Assuming this prior, we derive contraction rates of the posterior density at zero by carefully revising arguments presented in Salomond (Electronic Journal of Statistics 8 (2014) 1380–1404). Several choices of base measure are numerically evaluated and compared. In a simulation various frequentist methods and a Bayesian estimator are compared. Finally, the Bayesian procedure is applied to current durations data described in Slama et al. (Human Reproduction 27 (2012) 1489–1498)." @default.
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- W3155609715 date "2021-05-01" @default.
- W3155609715 modified "2023-09-25" @default.
- W3155609715 title "Bayesian estimation of a decreasing density" @default.
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- W3155609715 doi "https://doi.org/10.1214/20-bjps482" @default.
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