The distribution of sizes of ordered level sets

Richard Dykstra and Yeh-Fong Chen

Statistics & Probability Letters, 2001, vol. 53, issue 4, 339-346

Abstract: The level sets obtained from an equal weights isotonic regression are often of interest. Here we derive the joint distribution of the sizes of the level sets ordered from largest to smallest and show they have the same distribution as three other processes. We also establish some recurrence relations for marginal distributions.

Keywords: Level; sets; Isotonic; regression; Jump; left; process; Record; value; gaps; Permutations (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00180-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:53:y:2001:i:4:p:339-346

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().