Estimating monotone convex functions via sequential shape modification

DOI10.1080/00949650802219994MaRDI QIDQ3638530zbMATH OpenOpenAlexFDO

Authors Sang H. Lee, Johan Lim, Seung-Jean Kim, Yongsung Joo

Publication date 27 October 2009

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650802219994

zbMATH Keywords

constrained least squares methodconvergence ratemonotone convexitynonparametric estimationuniform approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Sequential estimation (62L12)

Recommendations

• Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
• A shape constrained smoother: simulation study
• Shape constrained kernel density estimation
• A simple nonparametric estimator of a strictly monotone regression function
• Functional estimation under shape constraints

Cites work

• A general projection framework for constrained smoothing.
• Consistency in concave regression
• Estimation of the mode
• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 1433426 (Why is no real title available?)
• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• Maximum Likelihood Estimates of Monotone Parameters
• Monotone nonparametric regression
• Nonparametric regression under qualitative smoothness assumptions
• On consistency in monotonic regression
• On the Estimation of Parameters Restricted by Inequalities
• Optimal global rates of convergence for nonparametric regression
• Sharp asymptotics for isotonic regression
• The asymptotic behavior of monotone regression estimates

This page was built for publication: Estimating monotone convex functions via sequential shape modification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3638530)