Least squares estimation of two functions under order restriction in isotonicity

Least squares estimators of two functions are obtained under the restriction that their difference is isotonic. The difference between the restricted estimates of the functions is the isotonic regression of that of the unrestricted estimates. Brief discussion on the practical implication of this ordering is also provided.

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Year of publication:	1998
Authors:	Park, Chul Gyu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 1, p. 97-100
Publisher:	Elsevier
Keywords:	Isotonic function Isotonic regression Kuhn-Tucker conditions

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

Persistent link: https://www.econbiz.de/10005222970