A shape constrained smoother: simulation study

MaRDI QIDQ1965981zbMATH OpenFDO

Authors Michel Delecroix, Michel Simioni, Christine Thomas-Agnan

Publication date 2 March 2000

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

convexity constraintskernel smoothersmonotonicity constraintsshape preservationsimulations

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

Review text

The paper deals with the estimation of a functional parameter in a simple nonparametric regression model under monotonicity or convexity assumptions. To incorporate these constraints in the estimation procedure a modified version of a convolution type kernel estimator is considered. Some simulations are performed in order to evaluate empirically the amount by which this technique improves the estimation of the functional parameter in terms of quadratic error loss. The authors show that for a light computational price the observed improvements can be significant.

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