Least squares and shrinkage estimation under bimonotonicity constraints

In this paper we describe active set type algorithms for minimization of a smooth function under general order constraints, an important case being functions on the set of bimonotone r × s matrices. These algorithms can be used, for instance, to estimate a bimonotone regression function via least sq...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Statistics and computing 2010-04, Vol.20 (2), p.177-189
Hauptverfasser:	Beran, Rudolf, Dümbgen, Lutz
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Approximation Artificial Intelligence Least squares method Mathematical analysis Mathematical models Mathematics and Statistics Probability and Statistics in Computer Science Regression Shrinkage Statistical Theory and Methods Statistics Statistics and Computing/Statistics Programs
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!