We consider a random vector X with unimodal density, diagonal covariance matrix, f2-~, and location parameter 0 subject to order restrictions. For this model the maximum likelihood estimator (MLE) X\* is the so-called isotonic regression. It is well known that, in certain situations, X\* is not bett
✦ LIBER ✦
M-estimators for isotonic regression
✍ Scribed by Enrique E. Álvarez; Víctor J. Yohai
- Book ID
- 113757714
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 310 KB
- Volume
- 142
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
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