The limiting behavior of isotonic and convex regression estimators when the model is misspecified (Q2188469)
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scientific article; zbMATH DE number 7210995
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| English | The limiting behavior of isotonic and convex regression estimators when the model is misspecified |
scientific article; zbMATH DE number 7210995 |
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The limiting behavior of isotonic and convex regression estimators when the model is misspecified (English)
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11 June 2020
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The paper studies the asymptotic behaviour of regression estimators based on the least squares method, when the model is misspecified. Convergence rates are also discussed. It is a theoretical study, but accompanied also by a test for misspecification for the practical perspective.
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isotonic regression
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convex regression
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model misspecification
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consistency
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convergence rates
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tests for misspecification
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0.7993617653846741
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0.7940893173217773
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0.7864311337471008
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0.7836490869522095
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0.7794584035873413
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