An algorithm for isotonic median regression (Q578815): Difference between revisions

In this paper we give an algorithm for computing the solutions of the isotonic median regression problem, equivalent to the calculation of the maximum likelihood estimate for the parameter \(\theta =(\theta_ 1,...,\theta_ k)\), where \(\theta_ 1\) is the location parameter of the bilateral exponential distribution, under the assumption \(\theta_ 1\leq \theta_ 2\leq...\leq \theta_ k\).