Bootstrap confidence intervals for large-scale multivariate monotonic regression problems

DOI10.1080/03610918.2014.911899MaRDI QIDQ3178506zbMATH OpenOpenAlexFDO

Authors Oleg Sysoev, A. Grimvall, Oleg Burdakov

Publication date 14 July 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.911899

zbMATH Keywords

big databootstrapconfidence intervalsmonotonic regressionpool-adjacent-violators algorithm

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A segmentation-based algorithm for large-scale partially ordered monotonic regression
• An Empirical Distribution Function for Sampling with Incomplete Information
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• Monotone nonparametric regression and confidence intervals
• Nonparametric option pricing under shape restrictions
• Simultaneous confidence bands for isotonic functions

Cited in

(3)

• A segmentation-based algorithm for large-scale partially ordered monotonic regression
• Bootstrap estimation of the variance of the error term in monotonic regression models
• Monotonicity recovering and accuracy preserving optimization methods for postprocessing finite element solutions

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