Abstract

New recursive formulas are obtained for the isotonic regression of a given function, defined on a finite set, with given weight function with respect to the simple ordering on the set. These formulas directly give the isotonic regression without the use of any algorithm. Since isotonic regressions often arise in problems of statistical inference under order restrictions these formulas are found useful. We demonstrate their usefulness through an application to the problem of nonparametric estimation of a distribution function dominating stochastically a known distribution function.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.