Monotone Regression and Density Function Estimation at a Point of Discontinuity
Authors:
D. Anevski a;
O. H
ssjer a
ssjer a
| Affiliation: | a Centre for Mathematical Sciences, Lund University, P.O. Box 118, Se22100 Lund, Sweden.. |
DOI:
10.1080/10485250212380
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 13
Formats available:
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Abstract
Pointwise limit distribution results are given for the isotonic regression estimator at a point of discontinuity. The cases treated are independent data, - and
-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.
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| Keywords: Limit Distributions; Density Estimation; Regression Function Estimation; Discontinuity; Dependence; Monotone |
| view references (13) |

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-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.
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