ON RISK BOUNDS IN ISOTONIC AND OTHER SHAPE RESTRICTED REGRESSION PROBLEMS
ON RISK BOUNDS IN ISOTONIC AND OTHER SHAPE RESTRICTED REGRESSION PROBLEMS
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Publisher
Hayward: Institute of Mathematical Statistics
Journal title
Language
English
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Publisher
Hayward: Institute of Mathematical Statistics
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Scope and Contents
Contents
We consider the problem of estimating an unknown θ ∈ ℝn from noisy observations under the constraint that θ belongs to certain convex polyhedral cones in ℝn. Under this setting, we prove bounds for the risk of the least squares estimator (LSE). The obtained risk bound behaves differently depending on the true sequence θ which highlights the adaptiv...
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Full title
ON RISK BOUNDS IN ISOTONIC AND OTHER SHAPE RESTRICTED REGRESSION PROBLEMS
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1434546222
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1434546222
Other Identifiers
ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/15-AOS1324
