Regression with Given Marginals
Vitale, Richard A.
Ann. Statist., Tome 7 (1979) no. 1, p. 653-658 / Harvested from Project Euclid
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We consider the class of regression functions $\mathscr{M}(F, G) = \{m(x) = E\lbrack Y\mid X = x\rbrack, (X, Y) \in \Pi(F, G)\}$ where $\Pi(F, G)$ denotes the set of random vectors with marginal distributions $F$ and $G$. A characterization of $\mathscr{M}(F, G)$ is given together with a representation for the projection operator it induces in an appropriate Hilbert space.
Publié le : 1979-05-14
Classification:  Regression,  isotonic regression,  convex minorant,  rearrangement of a function,  nonlinear prediction,  62J05,  28A65,  46C10,  60G25 
@article{1176344685,
     author = {Vitale, Richard A.},
     title = {Regression with Given Marginals},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 653-658},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344685}
}

Vitale, Richard A. Regression with Given Marginals. Ann. Statist., Tome 7 (1979) no. 1, pp.  653-658. http://gdmltest.u-ga.fr/item/1176344685/