An estimator for isotonic regression with boundary consistency

Eunji Lim

Statistics & Probability Letters, 2025, vol. 226, issue C

Abstract: The isotonic regression estimator suffers from the overfitting behavior, which is characterized by inconsistency near the boundary of the domain. In this paper, we propose a new estimator that eliminates this behavior and produces consistent estimates across the entire domain.

Keywords: Penalized isotonic regression; Overfitting; Regularization; Almost sure consistency; Uniform consistency; Convergence rates (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110513

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