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Subject
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Schätztheorie 2 Lorentz inequalities 1 Monotone function , improved approximation , multivariate rearrangement , univariate rearrangement , growth chart , quantile regression , mean regression , series , locally linear , kernel methods 1 Multivariate Analyse 1 Regression 1 Varianzanalyse 1 growth chart 1 improved estimation 1 improved inference 1 kernel methods 1 locally linear 1 mean regression 1 monotone function 1 multivariate rearrangement 1 quantile regression 1 series 1 univariate rearrangement 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2
Language
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English 2
Author
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Chernozhukov, Victor 2 Fernández-Val, Iván 2 Galichon, Alfred 2
Published in...
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cemmap working paper 2
Source
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EconStor 2
Showing 1 - 2 of 2
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Improving point and interval estimates of monotone functions by rearrangement
Chernozhukov, Victor; Fernández-Val, Iván; Galichon, … - 2008
Suppose that a target function f0 : Rd - R is monotonic, namely weakly increasing, and an original estimate f of this target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates f. We show that these estimates can always...
Persistent link: https://www.econbiz.de/10010288431
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Cover Image
Improving estimates of monotone functions by rearrangement
Chernozhukov, Victor; Fernández-Val, Iván; Galichon, … - 2007
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates. We show that these estimates can always be improved with...
Persistent link: https://www.econbiz.de/10010318513
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