Isotonic regression in general dimensions (Q2328048)

The article combines empirical processes, convex geometry and combinatorics theory to extend the concept of isotonic regression (a particular form of estimation under shape constrains) to a general number of dimensions. The methodological advances of the paper include quantification of the empirical risk of the least squares isotonic estimator, risk bounds, from both worst case perspective and adaptation point of view, when the dimension is larger than 3, together with a sharp oracle inequality. Both fixed and random designs are included in the study and discussed in contrast to earlier literature results under the same setting. Finally it is revealed that the results established adapt to a strictly (suboptimal) nonparametric rate which similtaneously is optimal when seen from a worst-case perspective.