The bias of isotonic regression

DOI10.1214/20-EJS1677zbMath1436.62137arXiv1908.04462OpenAlexW3004956478WikidataQ96135646 ScholiaQ96135646MaRDI QIDQ2293726

Hyebin Song, Garvesh Raskutti, Ran Dai, Rina Foygel Barber

Publication date: 5 February 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.04462

zbMATH Keywords

biasisotonic regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering, Reconstruction of functions from prescribed proximal points

Uses Software

• isotone

Cites Work

• Adaptivity and optimality of the monotone least-squares estimator
• Contraction and uniform convergence of isotonic regression
• The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators
• The asymptotic behavior of monotone regression estimates
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• Nonparametric shape-restricted regression
• Divide and conquer in nonstandard problems and the super-efficiency phenomenon
• Adaptive estimation of a quadratic functional by model selection.
• On estimation of isotonic piecewise constant signals
• Isotonic regression in general dimensions
• On risk bounds in isotonic and other shape restricted regression problems
• Maximum Likelihood Estimates of Monotone Parameters
• A TEST OF HOMOGENEITY FOR ORDERED ALTERNATIVES
• THE COMPLETE AMALGAMATION INTO BLOCKS, BY WEIGHTED MEANS, OF A FINITE SET OF REAL NUMBERS
• A TEST OF HOMOGENEITY FOR ORDERED ALTERNATIVES. II
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