Estimating monotone functions
✍
Mark G Low; Yung-Gyung Kang
📂
Article
📅
2002
🏛
Elsevier Science
🌐
English
⚖ 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.