Additive isotone regression

DOI10.1214/074921707000000355MaRDI QIDQ5324539zbMATH OpenOpenAlexFDO

Authors Enno Mammen, Kyusang Yu

Publication date 3 August 2009

Published in Institute of Mathematical Statistics Lecture Notes - Monograph Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0709.0888

zbMATH Keywords

additive regressionbackfittingoracle propertypool adjacent violator algorithmsimulations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Abstract: This paper is about optimal estimation of the additive components of a nonparametric, additive isotone regression model. It is shown that asymptotically up to first order, each additive component can be estimated as well as it could be by a least squares estimator if the other components were known. The algorithm for the calculation of the estimator uses backfitting. Convergence of the algorithm is shown. Finite sample properties are also compared through simulation experiments.

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• Semiparametric additive isotonic regression
• Nonparametric shape-restricted regression
• A framework for estimation and inference in generalized additive models with shape and order restrictions
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• The limiting behavior of isotonic and convex regression estimators when the model is misspecified
• Joint estimation of monotone curves via functional principal component analysis
• Isotonic regression in general dimensions
• A geometrical approach to iterative isotone regression
• Nonparametric estimation of noisy integral equations of the second kind
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• Semi-parametric additive constrained regression
• Semiparametric binary regression models under shape constraints with an application to Indian schooling data
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• Degrees of freedom and model selection in semiparametric additive monotone regression
• On partial linear additive isotonic regression
• Empirical likelihood inferences for the semiparametric additive isotonic regression
• Semi-non parametric smooth isotonic regression
• On projection-type estimators of multivariate isotonic functions
• Small area semiparametric additive monotone models
• Estimation of shape constrained additive models with missing response at random
• Proposed optimal orthogonal new additive model (POONAM)
• Robust nonparametric frontier estimation in two steps
• Estimating production functions through additive models based on regression splines
• Small area estimators based on restricted mixed models
• GLS under monotone heteroskedasticity
• Isotonic regression meets Lasso
• Sparse and smooth additive isotonic model in high-dimensional settings
• Optimal estimation in additive regression models
• Constrained polynomial spline estimation of monotone additive models

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