Monotone Nonparametric Regression
The Annals of Statistics · 1988 · Volume 16 · Issue 2
Abstract
In monotone regression procedures one utilizes only the monotonicity of the regression function. In nonparametric regression one utilizes only the assumed smoothness. The analytic and asymptotic properties of the estimator are superior in the latter case; however, monotonicity is not guaranteed. We study a hybrid procedure that produces monotone estimators with properties similar to those of nonparametric regression estimators.
Keywords
60F05, 60F15, 62G05, asymptotic normality, isotonic regression, Nonparametric regression, uniform strong consistency
Enable JavaScript for citation tools and additional paper interactions.