Limit Theory in Monotone Function Estimation
Journal Article
(2018)
Research Group
Statistics
DOI related publication
https://doi.org/10.1214/18-STS664
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Publication Year
2018
Language
English
Research Group
Statistics
Issue number
4
Volume number
33
Pages (from-to)
547-567
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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