Nonparametric estimation of dynamics of monotone trajectories

DOI10.1214/15-AOS1409zbMATH Open1360.62190arXiv1408.5339OpenAlexW2963746476MaRDI QIDQ510673FDOQ510673

Authors: Prabir Burman, Debashis Paul, Jie Peng 

Publication date: 13 February 2017

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

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.

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

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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)

Cited In (5)

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• Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling
• Estimation non paramétrique pour des processus dynamiques dilatants
• Monotonicity of the peak time in turnover models
• Optimal rate for nonparametric estimation in deterministic dynamical systems

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