Efficient Estimation of Monotone Boundaries
(1992) , 19 pages
Files
No attached file found for this publication.
Details
- Authors
- Abstract
- Let g : [0,1] → [0,1] be a monotone non-decreasing Function, such that 0 ≤ g. ≤g(x) ≤ 1 for some constant g., and let. G be the closure of the set{(x,y)∈ [0,1] x [0,1]: 0 ≤ y ≤ g(x)}. We oonsider the problem of estimating the net G from o sample of i.i.d observations uniformly distributed in G. Tim estimation error is measured in the Hausdorff metric. We propose the estimator which is asymptotically efficient in minimax sense.
- Affiliations
Academy of Sciences of Russia Institute of System analysis Academy of Sciences of Russia Institute for Problems of Information Transmission
Citations
Korostelev, A. P., Simar, L., & Tsybakov, A. B. (1992). Efficient Estimation of Monotone Boundaries (STAT Discussion Papers 9209). https://hdl.handle.net/2078.5/87324