Nonparametric estimation of dynamics of monotone trajectories

DOI10.1214/15-AOS1409MaRDI QIDQ510673zbMATH OpenOpenAlexFDO

Authors Prabir Burman, Debashis Paul, Jie Peng

Publication date 13 February 2017

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1408.5339

zbMATH Keywords

nonparametric estimationperturbation theorysplinenonlinear inverse problemautonomous differential equationmonotone trajectory

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Abstract: We study a class of nonlinear nonparametric inverse problems. Specifically, we propose a nonparametric estimator of the dynamics of a monotonically increasing trajectory defined on a finite time interval. Under suitable regularity conditions, we prove consistency of the proposed estimator and show that in terms of $L^2$-loss, the optimal rate of convergence for the proposed estimator is the same as that for the estimation of the derivative of a trajectory. This is a new contribution to the area of nonlinear nonparametric inverse problems. We conduct a simulation study to examine the finite sample behavior of the proposed estimator and apply it to the Berkeley growth data.

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