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

More information

10.1016/S0378-3758(02)00258-6

Cite this

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AU - Wang, Yazhen

AU - Huang, Jian

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N2 - 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.

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

UR - https://www.scopus.com/pages/publications/0036741802

U2 - 10.1016/S0378-3758(02)00258-6

DO - 10.1016/S0378-3758(02)00258-6

M3 - Journal article

SN - 0378-3758

VL - 107

SP - 281

EP - 287

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 1-2

ER -

Limiting distribution for monotome median regression

Abstract

Keywords

ASJC Scopus subject areas

More information

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