A class of grouped Brunk estimators and penalized spline estimators for monotone regression
A class of grouped Brunk estimators and penalized spline estimators for monotone regression
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一类用于单调回归的分组 Brunk 估计器和惩罚样条估计器
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发表时间：
2010
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通讯作者：
Jinglai Shen
中科院分区：
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作者：
Xiao Wang;Jinglai Shen
We study a class of monotone univariate regression estimators. We use B-splines to approximate an underlying regression function and estimate spline coefficients based on grouped data. We investigate asymptotic properties of two monotone estimators: a grouped Brunk estimator and a penalized monotone estimator. These estimators are consistent at the boundary and their mean square errors achieve optimal convergence rates under suitable assumptions of the true regression function. Asymptotic distributions are developed and are shown to be independent of spline degrees and the number of knots. Simulation results and car data illustrate performance of the proposed estimators. Copyright 2010, Oxford University Press.
