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Estimating Smooth Monotone Functions

โœ Scribed by J. O. Ramsay


Book ID
124914126
Publisher
Blackwell Publishing
Year
1998
Tongue
English
Weight
920 KB
Volume
60
Category
Article
ISSN
0952-8385

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Estimating smooth monotone functions
โœ J. O. Ramsay ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Blackwell Publishing ๐ŸŒ English โš– 399 KB
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โœ Mark G Low; Yung-Gyung Kang ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 104 KB

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.