Limit Theory in Monotone Function Estimation
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Abstract
Abstract. We give an overview of the different concepts and methods that
are commonly used when studying the asymptotic properties of isotonic estimators.
After introducing the inverse process, we illustrate its use in establishing
weak convergence of the estimators at a fixed point and also weak
convergence of global distances, such as the Lp-distance and supremum distance.
Furthermore, we discuss the developments on smooth isotonic estimation.
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