On Integrated L1 Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations
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Publication:5138822
DOI10.1109/TIT.2020.3013390zbMath1452.62282arXiv1710.04813OpenAlexW3046624886MaRDI QIDQ5138822
Konstantinos Fokianos, Anne Leucht, Michael H. Neumann
Publication date: 4 December 2020
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.04813
rate of convergencemodified classical isotonic least squares estimatormonotone regression estimation
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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Isotonic regression with unknown permutations: statistics, computation and adaptation ⋮ Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression ⋮ Coverage of credible intervals in Bayesian multivariate isotonic regression ⋮ Posterior contraction and testing for multivariate isotonic regression ⋮ Correcting an estimator of a multivariate monotone function with isotonic regression ⋮ Limit distribution theory for block estimators in multiple isotonic regression ⋮ Isotonic regression in multi-dimensional spaces and graphs ⋮ Confidence intervals for multiple isotonic regression and other monotone models
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