Sharp asymptotics for isotonic regression

DOI10.1007/S004400100171MaRDI QIDQ1601804zbMATH OpenOpenAlexFDO

Authors Cécile Durot

Publication date 27 June 2002

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004400100171

zbMATH Keywords

monotonicityisotonic estimatornon-parametric regressiondrifted Brownian motionlocation process

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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Cited in

(39)

• Limit theory in monotone function estimation
• A general asymptotic scheme for inference under order restrictions
• Sequential construction and dimension reduction of Gaussian processes under inequality constraints
• Convergence rates for Bayesian estimation and testing in monotone regression
• A massive data framework for M-estimators with cubic-rate
• On projection-type estimators of multivariate isotonic functions
• scientific article; zbMATH DE number 4157191 (Why is no real title available?)
• On the \(\mathbb L_p\)-error of monotonicity constrained estimators
• Some stochastics on monotone functions
• A two-stage hybrid procedure for estimating an inverse regression function
• Moderate deviations and nonparametric inference for monotone functions
• Large sample properties of shape restricted regression estimators with smoothness adjustments
• The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators
• The bias of isotonic regression
• Goodness of fit test for isotonic regression
• Contraction and uniform convergence of isotonic regression
• Isotonic regression meets Lasso
• Estimating monotone convex functions via sequential shape modification
• Estimating a smooth monotone regression function
• Divide and conquer in nonstandard problems and the super-efficiency phenomenon
• Monotone nonparametric regression with random design
• The asymptotic behavior of monotone percentile regression estimates
• A study on the least squares estimator of multivariate isotonic regression function
• The limiting behavior of isotonic and convex regression estimators when the model is misspecified
• The asymptotic distribution of the isotonic regression estimator over a general countable pre-ordered set
• Estimation of a function under shape restrictions. Applications to reliability
• Isotonic estimators of monotone densities and distribution functions: basic facts
• Risk bounds in isotonic regression
• Estimating piecewise monotone signals
• Adaptivity and optimality of the monotone least-squares estimator
• Cramér type moderate deviations for the Grenander estimator near the boundaries of the support
• The distance between a naive cumulative estimator and its least concave majorant
• A central limit theorem for the Hellinger loss of Grenander‐type estimators
• Asymptotic normality of the \(L_k\)-error of the Grenander estimator
• \(M\)-estimators for isotonic regression
• Asymptotic normality of the \(L_1\) error of the Grenander estimator
• scientific article; zbMATH DE number 7415115 (Why is no real title available?)
• A new perspective on least squares under convex constraint
• On the L_p error of the Grenander‐type estimator in the Cox model

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