AN ALGORITHM FOR ISOTONIC REGRESSION WITH ARBITRARY CONVEX DISTANCE FUNCTION

被引：17
|
作者：
STROMBERG, U [1 ]
机构：
[1] UNIV LUND,DEPT MATH STAT,S-22100 LUND,SWEDEN
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1991年 / 11卷 / 02期
关键词：
ISOTONIC REGRESSION; DISTANCE FUNCTION; POOL-ADJACENT-VIOLATORS ALGORITHM; FRACTILE;
D O I：
10.1016/0167-9473(91)90072-A
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In the present paper we consider the isotonic regression problem with an arbitrary convex distance function d(.), and the main purpose being to present an algorithm for obtaining all isotonic regressions under this reasonable assumption on d(.). Further, we consider a piece-wise linear distance function d(.) of the type d(t) = C-\t\ for t < 0 and d(t) = C+ \t\ for t greater-than-or-equal-to 0 and get an isotonic pth frctile regression by choosing p = C+ /(C- + C+).
引用
收藏
页码：205 / 219
页数：15
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