Limit properties of the monotone rearrangement for density and regression function estimation
| dc.creator | Anevski, Dragi | |
| dc.creator | Fougères, Anne-Laure | |
| dc.date | 2007-10-25 | |
| dc.date.accessioned | 2026-07-07T08:38:34Z | |
| dc.date.available | 2026-07-07T08:38:34Z | |
| dc.description | The monotone rearrrangement algorithm was introduced by Hardy, Littlewood and Pólya as a sorting device for functions. Assuming that $x$ is a monotone function and that an estimate $x_n$ of $x$ is given, consider the monotone rearrangement $\hat{x}_n$ of $x_n$. This new estimator is shown to be uniformly consistent. Under suitable assumptions, pointwise limit distribution results for $\hat{x}_n$ 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. | |
| dc.identifier | https://arxiv.org/abs/0710.4617 | |
| dc.identifier | http://arxiv.org/abs/0710.4617 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/140772 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62E20, 62G07 | |
| dc.title | Limit properties of the monotone rearrangement for density and regression function estimation | |
| dc.type | text |