Monotone nonparametric regression with random design

DOI10.3103/S1066530708040042MaRDI QIDQ734553zbMATH OpenFDO

Authors Cécile Durot

Publication date 13 October 2009

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionleast squaresmonotone regressionleast concave majorantcurrent status dataBrownian motion with parabolic drift

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Censored data models (62N01)

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Cites work

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• Asymptotic normality of the L_k-error of the Grenander estimator
• Estimating a smooth monotone regression function
• Improving point and interval estimators of monotone functions by rearrangement
• Nonparametric kernel regression subject to monotonicity constraints
• On the Estimation of Parameters Restricted by Inequalities
• On the \(\mathbb L_p\)-error of monotonicity constrained estimators
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Sharp asymptotics for isotonic regression
• The asymptotic behavior of monotone regression estimates

Cited in

(16)

• Precise Regression Benchmarking with Random Effects: Improving Mono Benchmark Results
• Limit theory in monotone function estimation
• A two-stage hybrid procedure for estimating an inverse regression function
• Nonparametric Regression with Sample Design Following a Random Process
• Testing constancy in monotone response models
• Isotonic regression in multi-dimensional spaces and graphs
• Limiting distribution for monotone median regression
• Isotonic regression in general dimensions
• Divide and conquer in nonstandard problems and the super-efficiency phenomenon
• Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints
• Approximation of limit state surfaces in monotonic Monte Carlo settings, with applications to classification
• The penalty for assuming that a monotone regression is linear
• Warped bases for conditional density estimation
• The limiting behavior of isotonic and convex regression estimators when the model is misspecified
• On the L_p error of the Grenander‐type estimator in the Cox model
• On the \(\mathbb L_p\)-error of monotonicity constrained estimators

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