Results 171 to 180 of about 12,339 (203)

M-estimators for isotonic regression [PDF]

Journal of Statistical Planning and Inference, 2012
In this paper we propose a family of robust estimates for isotonic regression: isotonic M-estimators. We show that their asymptotic distribution is, up to an scalar factor, the same as that of Brunk's classical isotonic estimator. We also derive the influence function and the breakdown point of these estimates.
VÍCTOR J Yohai
exaly   +5 more sources

Consistency in Generalized Isotonic Regression

Annals of Statistics, 1975
Suppose $T$ is a partially ordered set and that associated with each $t$ in $T$ we have a distribution with "location parameter" $m(t)$. In this paper we discuss consistency properties of estimates of $m(\cdot)$ which are isotonic with respect to a partial order. The results extend results in the literature, some of which are contained in Brunk (1970) (
Tim Robertson, F T Wright
exaly   +3 more sources

Strict L∞ Isotonic Regression [PDF]

Journal of Optimization Theory and Applications, 2011
Given a function f and weights w on the vertices of a directed acyclic graph G, an isotonic regression of (f,w) is an order-preserving real-valued function that minimizes the weighted distance to f among all order-preserving functions. When the distance is given via the supremum norm there may be many isotonic regressions.
Quentin Stout
exaly   +2 more sources

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Reliably Calibrated Isotonic Regression

2021
Using classifiers for decision making requires well-calibrated probabilities for estimation of expected utility. Furthermore, knowledge of the reliability is needed to quantify uncertainty. Outputs of most classifiers can be calibrated, typically by using isotonic regression that bins classifier outputs together to form empirical probability estimates.
Otto Nyberg, Arto Klami
openaire   +2 more sources

Testing Constancy for Isotonic Regressions

Scandinavian Journal of Statistics, 2006
Abstract.  In this paper, we propose a bootstrap method for testing the constancy of an isotonic regression. The technique we develop is completely non‐parametric and enlarges the appli‐cability of the classical chi‐bar‐squared tests, which require normality assumptions. We prove that our procedure is asymptotically correct and consistent. Moreover, by
Colubi, Ana, Domínguez-Menchero, J. Santos, Gonzáles-Rodrígues, Gil   +2 more
openaire   +2 more sources

A Multivariate Version of Isotonic Regression

Biometrika, 1983
A multivariate generalization of isotonic regression is given enabling the study of statistical inference for ordered vector-valued parameters or sets of ordered parameters, including multivariate extensions of Bartholomew's \({\bar \chi}{}^ 2_ k\) and \(\bar E^ 2_ k\).
Sasabuchi, Syoichi, Inutsuka, M., Kulatunga, D. D. S.   +2 more
openaire   +2 more sources

Algorithms for a Class of Isotonic Regression Problems

Algorithmica, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Panos M. Pardalos, Guoliang Xue
openaire   +2 more sources

On the Consistency of the $L_P $-Isotonic Regression

Theory of Probability & Its Applications, 1993
In this paper we study the consistency of the empirical monotonic p-regression of a p-integrable, $1 \leqq p < \infty $, function both in pointwise convergence and in convergence of empirical p-norms.
Cuesta, J. A., Domínguez, J. S., Matrán, C.   +2 more
openaire   +2 more sources

Trimmed Mean Isotonic Regression

Scandinavian Journal of Statistics, 2015
AbstractThe trimmed mean is well‐known in literature for being more robust and for having better efficiency than the sample mean when data is generated from heavy‐tailed distributions. In this article, the trimmed mean in the isotonic regression setup is proposed, and the asymptotic as well as the robustness properties of the estimator are studied. The
openaire   +2 more sources

Penalized isotonic regression

Journal of Statistical Planning and Inference, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wu, Jiwen, Meyer, Mary C., Opsomer, Jean D.   +2 more
openaire   +1 more source