A note on estimating a smooth monotone regression by combining kernel and density estimates

DOI10.1080/10485250802445399zbMath1154.62031OpenAlexW2164518293MaRDI QIDQ3548442

Dette, Holger, Melanie Birke

Publication date: 12 December 2008

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250802445399

zbMATH Keywords

greatest convex minorantorder-restricted inferenceNadaraya-Watson estimatemonotone estimationnon-decreasing rearrangements

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Parametric inference under constraints (62F30)

Related Items (8)

A note on uniform consistency of monotone function estimators ⋮ Strictly monotone and smooth nonparametric regression for two or more variables ⋮ Shape-restricted nonparametric regression with overall noisy measurements ⋮ Limit properties of the monotone rearrangement for density and regression function estimation ⋮ Estimating a Convex Function in Nonparametric Regression ⋮ Partially smooth tail-index estimation for small samples ⋮ Shape constrained kernel density estimation ⋮ Testing Monotonicity of Regression Functions - An Empirical Process Approach

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