Estimating monotone functions

✍ Scribed by Mark G Low; Yung-Gyung Kang

• Book ID: 104301793
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 104 KB
• Volume: 56
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(01)00179-1

✦ Synopsis

We construct an adaptive estimate for the value of a function at a given point assuming that the function is monotone. This estimate has maximum risk within a constant factor of the minimax risk over Lipschitz classes.