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Monotone regression functions

In some applications, we require a monotone estimate of a regression function. In others, we want to test whether the regression function is monotone. For solving the first problem, Ramsay's, Kelly and Rice's, as well as point-wise monotone regression
functions in a spline space are discussed and their properties developed. Three monotone estimates are defined: least-square regression splines, smoothing splines and binomial regression splines. The three estimates depend upon a "smoothing parameter":
the number and location of knots in regression splines and the usual [formula omitted] in smoothing splines. Two standard techniques for choosing the smoothing parameter, GCV and AIC, are modified for monotone estimation, for the normal errors case. For answering the second question, a test statistic is proposed and its null distribution conjectured. Simulations are carried out to check the conjecture. These techniques are applied to two data sets. / Science, Faculty of / Statistics, Department of / Graduate

Identiferoai:union.ndltd.org:UBC/oai:circle.library.ubc.ca:2429/29457
Date January 1990
CreatorsZuo, Yanling
PublisherUniversity of British Columbia
Source SetsUniversity of British Columbia
LanguageEnglish
Detected LanguageEnglish
TypeText, Thesis/Dissertation
RightsFor non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.

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