An algorithm for isotonic median regression (Q578815)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for isotonic median regression |
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An algorithm for isotonic median regression (English)
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1987
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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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order restricted inference
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algorithm
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isotonic median regression
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maximum likelihood estimate
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location parameter
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bilateral exponential distribution
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