Limiting distribution for monotome median regression

Yazhen Wang; Jian Huang

doi:10.1016/S0378-3758(02)00258-6

Limiting distribution for monotome median regression

Yazhen Wang, Jian Huang

Research output: Journal article publication › Journal article › Academic research › peer-review

10 Citations (Scopus)

Abstract

Suppose that observations (x1,y1),...,(xn,yn) are sampled from a regression model y=f(t)+∈, where f is a nondecreasing function. Denote by f̂nthe estimate which is a nondecreasing function and minimizes Σi=1nyi- f(ti) over all nondecreasing functions f. This paper derives the limiting distribution of f̂nat a given point.

Original language	English
Pages (from-to)	281-287
Number of pages	7
Journal	Journal of Statistical Planning and Inference
Volume	107
Issue number	1-2
DOIs	https://doi.org/10.1016/S0378-3758(02)00258-6
Publication status	Published - 1 Sept 2002
Externally published	Yes

Keywords

Brownian motion
Convex minorant
Isotonic regression
L estimator 1

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1016/S0378-3758(02)00258-6

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AB - Suppose that observations (x1,y1),...,(xn,yn) are sampled from a regression model y=f(t)+∈, where f is a nondecreasing function. Denote by f̂nthe estimate which is a nondecreasing function and minimizes Σi=1nyi- f(ti) over all nondecreasing functions f. This paper derives the limiting distribution of f̂nat a given point.

KW - Brownian motion

KW - Convex minorant

KW - Isotonic regression

KW - L estimator 1

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IS - 1-2

ER -

Limiting distribution for monotome median regression

Abstract

Keywords

ASJC Scopus subject areas

More information

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