Monotone least squares and isotonic quantiles
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Publication:2283585
DOI10.1214/19-EJS1659zbMath1434.62056arXiv1901.02398MaRDI QIDQ2283585
Lutz Dümbgen, Alexandre Mösching
Publication date: 3 January 2020
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.02398
Nonparametric regression and quantile regression (62G08) Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (9)
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals ⋮ Isotonic regression for elicitable functionals and their Bayes risk ⋮ Distributional (Single) Index Models ⋮ Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression ⋮ Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination ⋮ Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output ⋮ Estimation and bootstrap for stochastically monotone Markov processes ⋮ Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering ⋮ Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals
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