Isotonic regression in deterministic and random design settings
(2016) MASM01 20161Mathematical Statistics
 Abstract (Swedish)
 This thesis will treat the subject of constrained statistical inference
and will have its focus on isotonic regression, which is the problem of
estimating functions that are assumed to be monotone.
A characterisation of isotonic regression and a solution to this problem
will be given. The PAVA algorithm to compute the isotonic regres
sion estimator will be introduced along with asymptotic distribution
results for this. The aim is to investigate the properties of the esti
mator when the observation points are random dependent variables
which also depend on the unknown function itself.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/studentpapers/record/8568359
 author
 Jönsson, Viktor
 supervisor

 Dragi Anevski ^{LU}
 organization
 course
 MASM01 20161
 year
 2016
 type
 H2  Master's Degree (Two Years)
 subject
 language
 English
 id
 8568359
 date added to LUP
 20160126 11:42:04
 date last changed
 20160126 11:42:04
@misc{8568359, abstract = {This thesis will treat the subject of constrained statistical inference and will have its focus on isotonic regression, which is the problem of estimating functions that are assumed to be monotone. A characterisation of isotonic regression and a solution to this problem will be given. The PAVA algorithm to compute the isotonic regres sion estimator will be introduced along with asymptotic distribution results for this. The aim is to investigate the properties of the esti mator when the observation points are random dependent variables which also depend on the unknown function itself.}, author = {Jönsson, Viktor}, language = {eng}, note = {Student Paper}, title = {Isotonic regression in deterministic and random design settings}, year = {2016}, }