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Bootstrap confidence intervals for isotonic estimators in a stereological problem

Abstract

Let X=(X1,X2,X3)\mathbf{X}=(X_1,X_2,X_3) be a spherically symmetric random vector of which only (X1,X2)(X_1,X_2) can be observed. We focus attention on estimating F, the distribution function of the squared radius Z:=X12+X22+X32Z:=X_1^2+X_2^2+X_3^2, from a random sample of (X1,X2)(X_1,X_2). Such a problem arises in astronomy where (X1,X2,X3)(X_1,X_2,X_3) denotes the three dimensional position of a star in a galaxy but we can only observe the projected stellar positions (X1,X2)(X_1,X_2). We consider isotonic estimators of F and derive their limit distributions. The results are nonstandard with a rate of convergence n/logn\sqrt{n/{\log n}}. The isotonized estimators of F have exactly half the limiting variance when compared to naive estimators, which do not incorporate the shape constraint. We consider the problem of constructing point-wise confidence intervals for F, state sufficient conditions for the consistency of a bootstrap procedure, and show that the conditions are met by the conventional bootstrap method (generating samples from the empirical distribution function).

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