TY - JOUR
T1 - Asymptotically efficient estimation under local constraint in Wicksell's problem
AU - Gili, Francesco
AU - Jongbloed, Geurt
AU - van der Vaart, Aad
PY - 2026
Y1 - 2026
N2 - We consider nonparametric estimation of the distribution function F of squared sphere radii in the classical Wicksell problem. Under smoothness conditions on F in a neighborhood of x, in Gili et al. (2024) it is shown that the Isotonic Inverse Estimator (IIE) is asymptotically efficient and attains rate of convergence n/logn. If F is constant on an interval containing x, the optimal rate of convergence increases to n and the IIE attains this rate adaptively, i.e. without explicitly using the knowledge of local constancy. However, in this case, the asymptotic distribution is not normal. In this paper, we introduce three informed projection-type estimators of F, which use knowledge on the interval of constancy and show these are all asymptotically equivalent and normal. Furthermore, we establish a local asymptotic minimax lower bound in this setting, proving that the three informed estimators are asymptotically efficient and a convolution result showing that the IIE is not efficient. We also derive the asymptotic distribution of the difference of the IIE with the efficient estimators, demonstrating that the IIE is not asymptotically equivalent to the informed estimators. Through a simulation study, we provide evidence that the performance of the IIE closely resembles that of its competitors, supporting the use of the IIE as the standard choice when no information about F is available.
AB - We consider nonparametric estimation of the distribution function F of squared sphere radii in the classical Wicksell problem. Under smoothness conditions on F in a neighborhood of x, in Gili et al. (2024) it is shown that the Isotonic Inverse Estimator (IIE) is asymptotically efficient and attains rate of convergence n/logn. If F is constant on an interval containing x, the optimal rate of convergence increases to n and the IIE attains this rate adaptively, i.e. without explicitly using the knowledge of local constancy. However, in this case, the asymptotic distribution is not normal. In this paper, we introduce three informed projection-type estimators of F, which use knowledge on the interval of constancy and show these are all asymptotically equivalent and normal. Furthermore, we establish a local asymptotic minimax lower bound in this setting, proving that the three informed estimators are asymptotically efficient and a convolution result showing that the IIE is not efficient. We also derive the asymptotic distribution of the difference of the IIE with the efficient estimators, demonstrating that the IIE is not asymptotically equivalent to the informed estimators. Through a simulation study, we provide evidence that the performance of the IIE closely resembles that of its competitors, supporting the use of the IIE as the standard choice when no information about F is available.
KW - Argmax functionals
KW - Isotonic estimation
KW - Linear inverse problems
KW - Non-standard efficiency theory
KW - Nonparametric estimation
UR - http://www.scopus.com/inward/record.url?scp=105005438427&partnerID=8YFLogxK
U2 - 10.1016/j.jspi.2025.106299
DO - 10.1016/j.jspi.2025.106299
M3 - Article
AN - SCOPUS:105005438427
SN - 0378-3758
VL - 240
JO - Journal of Statistical Planning and Inference
JF - Journal of Statistical Planning and Inference
M1 - 106299
ER -