Uncoupled isotonic regression via minimum Wasserstein deconvolution
Isotonic regression is a standard problem in shape-constrainedestimation where the goal is to estimate an unknown nondecreasingregression functionffrom independent pairs (xi,yi) whereE[yi] =f(xi),i= 1,...n. While this problem is well understood both statis-tically and computationally,...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Oxford University Press (OUP)
2020
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Online Access: | https://hdl.handle.net/1721.1/126717 |