An algorithm for isotonic regression with arbitrary convex distance function

DOI10.1016/0167-9473(91)90072-AzbMath0825.62636OpenAlexW2059251619MaRDI QIDQ1896071

U. Strömberg

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(91)90072-a

zbMATH Keywords

distance functionisotonic regressionpool-adjacent-violators algorithmfractile

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Linear inference, regression (62J99)

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The structure of isotonic regression class for LAD problems with quasi- order constraints ⋮ An algorithm for tree-ordered isotonic median regression ⋮ A dynamic programming approach for generalized nearly isotonic optimization ⋮ Isotonic regression via partitioning ⋮ On the Convergence of a Greedy Algorithm for the Solution of the Problem for the Construction of Monotone Regression ⋮ Non-convex isotonic regression via the Myersonian approach ⋮ Analyzing an extension of the isotonic regression problem ⋮ A dual active set algorithm for optimal sparse convex regression ⋮ The one-way layout with ordered parameters: a survey of advances since 1988

Cites Work

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