Limiting distribution for monotone median regression

DOI10.1016/S0378-3758(02)00258-6zbMath1016.62009MaRDI QIDQ1866204

Yazhen Wang, Jian Huang

Publication date: 3 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00258-6

zbMATH Keywords

Brownian motion; isotonic regression; convex minorant; L1 estimator

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62J02: General nonlinear regression

Related Items

M-estimation for the partially linear regression model under monotonic constraints, \(M\)-estimators for isotonic regression, New designs to consistently estimate the isotonic regression, Robust estimators in a generalized partly linear regression model under monotony constraints, Double penalized semi-parametric signed-rank regression with adaptive LASSO, Trimmed Mean Isotonic Regression

Cites Work

• Algorithms in order restricted statistical inference and the Cauchy mean value property
• The asymptotic behavior of monotone regression estimates
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Isotone optimization. I
• Table for the asymptotic distribution of univariate mode estimators
• TheL₁theory of estimation of monotone and unimodal densities
• The distribution of the argmax of two-sided brownian motion with quadratic drift
• On Estimating Monotone Parameters
• Monotone Median Regression
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