A study on the least squares estimator of multivariate isotonic regression function

Consider the problem of pointwise estimation of f in a multivariate isotonic regression model Z=f(X1,…,Xd)+ϵ, where Z is the response variable, f is an unknown nonparametric regression function, which is isotonic with respect to each component, and ϵ is the error term. In this article, we investigat...

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Veröffentlicht in:	Scandinavian journal of statistics 2020-12, Vol.47 (4), p.1192-1221, Article 1192
Hauptverfasser:	Bagchi, Pramita, Sankar Dhar, Subhra
Format:	Artikel
Sprache:	eng
Schlagworte:	consistency convex function cumulative sum diagram Error analysis Fixed points (mathematics) Least squares Multivariate analysis nonstandard asymptotic distribution rate of convergence Regression models
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