Monotone Nonparametric Regression

In monotone regression procedures one utilizes only the monotonicity of the regression function. In nonparametric regression one utilizes only the assumed smoothness. The analytic and asymptotic properties of the estimator are superior in the latter case; however, monotonicity is not guaranteed. We...

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Veröffentlicht in:	The Annals of statistics 1988-06, Vol.16 (2), p.741-750
1. Verfasser:	Mukerjee, Hari
Format:	Artikel
Sprache:	eng
Schlagworte:	60F05 60F15 62G05 asymptotic normality Consistent estimators Data smoothing Density estimation Estimation methods Estimators Exact sciences and technology Isotonic regression Mathematical functions Mathematical inequalities Mathematics Maximum likelihood estimation Nonparametric inference nonparametric regression Perceptron convergence procedure Probability and statistics Sciences and techniques of general use Statistics uniform strong consistency
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Zusammenfassung:	In monotone regression procedures one utilizes only the monotonicity of the regression function. In nonparametric regression one utilizes only the assumed smoothness. The analytic and asymptotic properties of the estimator are superior in the latter case; however, monotonicity is not guaranteed. We study a hybrid procedure that produces monotone estimators with properties similar to those of nonparametric regression estimators.
ISSN:	0090-5364 2168-8966
DOI:	10.1214/aos/1176350832