EconPapers    
Economics at your fingertips  
 

Improving point and interval estimators of monotone functions by rearrangement

Victor Chernozhukov, Ivan Fernandez-Val () and Alfred Galichon ()
Additional contact information
Alfred Galichon: ECON - Département d'économie (Sciences Po) - Sciences Po - Sciences Po - CNRS - Centre National de la Recherche Scientifique

SciencePo Working papers Main from HAL

Abstract: Suppose that a target function is monotonic and an available original estimate of this target function is not monotonic. Rearrangements, univariate and multivariate, transform the original estimate to a monotonic estimate that always lies closer in common metrics to the target function. Furthermore, suppose an original confidence interval, which covers the target function with probability at least 1-α, is defined by an upper and lower endpoint functions that are not monotonic. Then the rearranged confidence interval, defined by the rearranged upper and lower endpoint functions, is monotonic, shorter in length in common norms than the original interval, and covers the target function with probability at least 1-α. We illustrate the results with a growth chart example.

Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (10)

Published in Biometrical Journal, 2009, 96 (3), pp.559 - 575. ⟨10.1093/biomet/asp030⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Improving point and interval estimators of monotone functions by rearrangement (2009) Downloads
Working Paper: Improving point and interval estimators of monotone functions by rearrangement (2009)
Working Paper: Improving Point and Interval Estimates of Monotone Functions by Rearrangement (2008) Downloads
Working Paper: Improving point and interval estimates of monotone functions by rearrangement (2008) Downloads
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:hal:spmain:hal-03596970

DOI: 10.1093/biomet/asp030

Access Statistics for this paper

More papers in SciencePo Working papers Main from HAL
Bibliographic data for series maintained by Contact - Sciences Po Departement of Economics ().

 
Page updated 2025-03-22
Handle: RePEc:hal:spmain:hal-03596970