Year: 2015
Type: dissertation
Abstract: In statistics one often encounters the problem of estimating a function based on a given dataset. Sometimes shape properties such as monotonicity of the function are known. This property can be used in a non-parametric regression model. The iterative convex minorant(ICM) algorithm can be used to compute an estimate of a convex regression function. In the ICM algorithm positive weights can be chosen arbitrarily. In this thesis we describe the (solution of the) isotonic regression problem, explain the ICM algorithm, describe the convex regression problem and present a simulation study to assess the effect of the choice of weights.
Author: Faculteit Elektrotechniek
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W96184201