A class of grouped Brunk estimators and penalized spline estimators for monotone regression

被引:12
|
作者
Wang, Xiao [1 ]
Shen, Jinglai [2 ]
机构
[1] Purdue Univ, Dept Stat, W Lafayette, IN 47907 USA
[2] Univ Maryland Baltimore Cty, Dept Math & Stat, Baltimore, MD 21250 USA
基金
美国国家科学基金会;
关键词
B-spline; Difference penalty; Equivalent kernel; Green's function; Monotone regression; SMOOTHING SPLINES; CONVERGENCE; CONVEX; SUM;
D O I
10.1093/biomet/asq029
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
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.
引用
收藏
页码:585 / 601
页数:17
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