Estimating monotone functions

Mark G. Low and Yung-Gyung Kang

Statistics & Probability Letters, 2002, vol. 56, issue 4, 361-367

Abstract: We construct an adaptive estimate for the value of a function at a given point assuming that the function is monotone. This estimate has maximum risk within a constant factor of the minimax risk over Lipschitz classes.

Keywords: Minimax; risk; White; noise; model; Adaptive; estimate (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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