Strong Consistency of Multiple Isotonic Median Estimation

Autor: Huotari, Robert, Simon, Rick
Zdroj: Journal of Mathematical Analysis and Applications; August 1999, Vol. 236 Issue: 1 p25-37, 13p
Abstrakt: Suppose an unknown isotonic function f, defined on the unit cube in m-dimensional space Rm, is represented only by a data sequence contaminated by noise. Assuming independence and bounds on the first and second absolute central moments of the errors, we show that every estimator of fbased on discrete isotonic L1approximation of the data is strongly consistent.
Databáze: Supplemental Index