Estimating monotone functions

We construct an adaptive estimate for the value of a function at a given point assuming that the function is monotone. This estimate has maximum risk within a constant factor of the minimax risk over Lipschitz classes.

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Year of publication:	2002
Authors:	Low, Mark G. ; Kang, Yung-Gyung
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 56.2002, 4, p. 361-367
Publisher:	Elsevier
Keywords:	Minimax risk White noise model Adaptive estimate

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138054