Monotone regression and density function estimation at a point of discontinuity

Dragi Anevski, Ola Hössjer

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7 Citeringar (SciVal)

Sammanfattning

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.
Originalspråkengelska
Sidor (från-till)279-294
TidskriftJournal of Nonparametric Statistics
Volym14
Utgåva3
DOI
StatusPublished - 2002

Ämnesklassifikation (UKÄ)

  • Matematik

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