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Limit properties of the monotone rearrangement for density and regression function estimation

Anevski, Dragi LU and Fougeres, Anne-Laure (2008) In Preprint without journal information
Abstract
The monotone rearrrangement algorithm was introduced by Hardy, Littlewood and Po ́lya as a sorting device for functions. As- suming that x is a monotone function and that an estimate xn of x is given, consider the monotone rearrangement xˆn of xn. This new estimator is shown to be uniformly consistent. Under suitable as- sumptions, pointwise limit distribution results for xˆn are obtained. The framework is general and allows for weakly dependent and long range dependent stationary data. Applications in monotone density and regression function estimation are detailed.
Please use this url to cite or link to this publication:
author
publishing date
type
Contribution to journal
publication status
unpublished
subject
keywords
Limit distributions, regression function es- timation, monotone rearrangement., dependence, density estimation
in
Preprint without journal information
pages
43 pages
publisher
Manne Siegbahn Institute
ISSN
0348-7911
language
English
LU publication?
no
id
664637f1-203e-4d41-811d-1dfe6c7c7047 (old id 1494778)
alternative location
http://arxiv.org/pdf/0710.4617
date added to LUP
2009-10-23 14:43:50
date last changed
2016-06-29 09:12:46
@misc{664637f1-203e-4d41-811d-1dfe6c7c7047,
  abstract     = {The monotone rearrrangement algorithm was introduced by Hardy, Littlewood and Po ́lya as a sorting device for functions. As- suming that x is a monotone function and that an estimate xn of x is given, consider the monotone rearrangement xˆn of xn. This new estimator is shown to be uniformly consistent. Under suitable as- sumptions, pointwise limit distribution results for xˆn are obtained. The framework is general and allows for weakly dependent and long range dependent stationary data. Applications in monotone density and regression function estimation are detailed.},
  author       = {Anevski, Dragi and Fougeres, Anne-Laure},
  issn         = {0348-7911},
  keyword      = {Limit distributions,regression function es- timation,monotone rearrangement.,dependence,density estimation},
  language     = {eng},
  pages        = {43},
  publisher    = {ARRAY(0x95c8930)},
  series       = {Preprint without journal information},
  title        = {Limit properties of the monotone rearrangement for density and regression function estimation},
  year         = {2008},
}