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Least-Squares Estimator under k-Monotony Constraint for Discrete Functions

Jade Giguelay

Last update: 28 August 2023

Copyright license: Creative Commons Attribution 4.0 International

Software version identifier: 1.0, 0.9, 1.1

Description

We implement two least-squares estimators under k-monotony constraint using a method based on the Support Reduction Algorithm from Groeneboom et al (2008) <doi:10.1111/j.1467-9469.2007.00588.x>. The first one is a projection estimator on the set of k-monotone discrete functions. The second one is a projection on the set of k-monotone discrete probabilities. This package provides functions to generate samples from the spline basis from Lefevre and Loisel (2013) <doi:10.1239/jap/1378401239>, and from mixtures of splines.

Cites work

• The Support Reduction Algorithm for Computing Non-Parametric Function Estimates in Mixture Models
• On Multiply Monotone Distributions, Continuous or Discrete, with Applications