Feasible Nonparametric Estimation of Multiargument Monotone Functions
作者:
Hari Mukarjee,
Steven Stern,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1994)
卷期:
Volume 89,
issue 425
页码: 77-80
ISSN:0162-1459
年代: 1994
DOI:10.1080/01621459.1994.10476447
出版商: Taylor & Francis Group
关键词: Isotonic;Multiargument;Nonparametric
数据来源: Taylor
摘要:
This article presents a two-stage estimation procedure that uses an ad hoc but very easily implemented isotonization of a kernel estimator. This procedure yields an isotonic estimator with the convergence properties of the kernel estimator. Although the isotonization in the second stage does not satisfy the least squares condition, this hybrid estimator may be considered to be a multidimensional generalization of similar procedures for the one-dimensional case suggested by Friedman and Tibshirani and by Mukarjee. We derive some of the asymptotic properties of our estimator and demonstrate other statistical properties with Monte Carlo studies. We conclude by providing a real data example.
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