Distribution-free properties of isotonic regression (Q2326057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution-free properties of isotonic regression |
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Distribution-free properties of isotonic regression (English)
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4 October 2019
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The authors proved a very general result, that the slopes of the greatest convex minorant are distributed as order statistics of the running averages assuming only that the walk has exchangeable increments. Furthermore, the paper points out some consequences of the proven result in the context of homoscedastic isotonic regression.
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shape-constrained regression
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statistical dimension
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convex minorant
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fluctuation theory
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quantiles of stochastic processes
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