Monotone regression and density function estimation at a point of discontinuity

Dragi Anevski, Ola Hössjer

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7 Citations (SciVal)

Abstract

Pointwise limit distribution results are given for the isotonic regression estimator at a point of discontinuity. The cases treated are independent data, phi- and alpha-mixing data and subordinated Gaussian long range dependent data. Pointwise limit results for the nonparametric maximum likelihood estimator of a monotone density are given at a point of discontinuity, for independent data. The limit distributions are non-standard and differ from the ones obtained for differentiable regression and density functions.
Original languageEnglish
Pages (from-to)279-294
JournalJournal of Nonparametric Statistics
Volume14
Issue number3
DOIs
Publication statusPublished - 2002

Subject classification (UKÄ)

  • Mathematics

Keywords

  • limit distributions
  • regression function
  • estimation
  • discontinuity
  • monotone
  • dependence
  • density estimation

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