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Iterative Isotonic Regression
Nonparametric statistics isotonic regression additive models met-ric projection onto convex cones
2013/4/28
This article introduces a new nonparametric method for estimating a univariate regression function of bounded variation. The method exploits the Jordan decomposition which states that a function of bo...
In this paper we propose a family of robust estimates for isotonic regression: isotonic M-estimators.
We show that their asymptotic distribution is, up to an scalar factor, the same as that of Brunk ...
Invariance principles for linear processes Application to isotonic regression
linear processes moment inequalities generalizations of martingales invariance principles fractional Brownian motion isotonic regression
2010/3/18
In this paper we prove maximal inequalities and study the functional central
limit theorem for the partial sums of linear processes generated by dependent
innovations. Due to the general weights the...