An algorithm for isotonic median regression (Q578815)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An algorithm for isotonic median regression |
scientific article; zbMATH DE number 4013789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for isotonic median regression |
scientific article; zbMATH DE number 4013789 |
Statements
An algorithm for isotonic median regression (English)
0 references
1987
0 references
In this paper we give an algorithm for computing the solutions of the isotonic median regression problem, equivalent to the calculation of the maximum likelihood estimate for the parameter \(\theta =(\theta_ 1,...,\theta_ k)\), where \(\theta_ 1\) is the location parameter of the bilateral exponential distribution, under the assumption \(\theta_ 1\leq \theta_ 2\leq...\leq \theta_ k\).
0 references
order restricted inference
0 references
algorithm
0 references
isotonic median regression
0 references
maximum likelihood estimate
0 references
location parameter
0 references
bilateral exponential distribution
0 references