Monotone nonparametric regression with random design

DOI10.3103/S1066530708040042zbMATH Open1231.62066MaRDI QIDQ734553FDOQ734553

Authors: Cécile Durot 

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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zbMATH Keywords

asymptotic distributionleast squaresmonotone regressionleast concave majorantcurrent status dataBrownian motion with parabolic drift

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Censored data models (62N01)

Cites Work

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• Sharp asymptotics for isotonic regression
• On the \(\mathbb L_p\)-error of monotonicity constrained estimators
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• A note on uniform consistency of monotone function estimators

Cited In (16)

• Limit theory in monotone function estimation
• Nonparametric Regression with Sample Design Following a Random Process
• A two-stage hybrid procedure for estimating an inverse regression function
• Testing constancy in monotone response models
• Approximation of Limit State Surfaces in Monotonic Monte Carlo Settings, with Applications to Classification
• Isotonic regression in multi-dimensional spaces and graphs
• Limiting distribution for monotone median regression
• Isotonic regression in general dimensions
• Divide and conquer in nonstandard problems and the super-efficiency phenomenon
• Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints
• The penalty for assuming that a monotone regression is linear
• Warped bases for conditional density estimation
• The limiting behavior of isotonic and convex regression estimators when the model is misspecified
• On the L_p error of the Grenander‐type estimator in the Cox model
• On the \(\mathbb L_p\)-error of monotonicity constrained estimators
• Precise Regression Benchmarking with Random Effects: Improving Mono Benchmark Results

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