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Estimating smooth monotone functions

โœ Scribed by J. O. Ramsay


Book ID
108547446
Publisher
Blackwell Publishing
Year
1998
Tongue
English
Weight
399 KB
Volume
60
Category
Article
ISSN
0952-8385

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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.

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