An algorithm for isotonic median regression

DOI10.1016/0167-9473(87)90062-4MaRDI QIDQ578815zbMATH OpenOpenAlexFDO

Authors José A. Menéndez, Bonifacio Salvador

Publication date 1987

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(87)90062-4

zbMATH Keywords

algorithmbilateral exponential distributionisotonic median regressionlocation parametermaximum likelihood estimateorder restricted inference

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Point estimation (62F10) General nonlinear regression (62J02) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

Review text

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 \(\theta_ 1\leq \theta_ 2\leq...\leq \theta_ k\).

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Cites work

• Monotone Median Regression
• Multiple isotonic median regression
• On Estimating Monotone Parameters

Cited in

(11)

• An algorithm for computing multivariate isotonic regression
• Locating service centers with precedence constraints
• Locating a maximum using isotonic regression
• Efficient computation of an isotonic median regression
• The structure of isotonic regression class for LAD problems with quasi- order constraints
• An algorithm for isotonic regression with arbitrary convex distance function
• An isotonic regression problem for infinite-dimensional parameters
• scientific article; zbMATH DE number 89994 (Why is no real title available?)
• scientific article; zbMATH DE number 1124622 (Why is no real title available?)
• A faster algorithm solving a generalization of isotonic median regression and a class of fused Lasso problems
• Bounded isotonic median regression

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