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The bias of isotonic regression
We study the bias of the isotonic regression estimator. While there is extensive work characterizing the mean squared error of the isotonic regression estimator, relatively little is known about the bias. In this paper, we provide a sharp characterization, proving that the bias scales as O(n(−β/3))...
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| Publicado no: | Electron J Stat |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2020
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7266167/ https://ncbi.nlm.nih.gov/pubmed/32489515 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/20-ejs1677 |
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