The Quadratic Loss of Isotonic Regression Under Normality
Lee, Chu-In Charles
Ann. Statist., Tome 9 (1981) no. 1, p. 686-688 / Harvested from Project Euclid
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The maximum likelihood estimator $\hat{\mu}$ of a nondecreasing regression function has been studied in detail in the literature. However, little is known about its quadratic loss pointwise. This paper shows that the mean square error of $\hat{\mu}_i$ is less than that of the usual estimator $\bar{X}_i$ for each $i$ when $\bar{X}_1,\cdots, \bar{X}_k$ are independent normal variates.
Publié le : 1981-05-14
Classification:  Isotonic regression,  maximum likelihood estimator,  mean square error,  62F10,  62A10 
@article{1176345475,
     author = {Lee, Chu-In Charles},
     title = {The Quadratic Loss of Isotonic Regression Under Normality},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 686-688},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345475}
}

Lee, Chu-In Charles. The Quadratic Loss of Isotonic Regression Under Normality. Ann. Statist., Tome 9 (1981) no. 1, pp.  686-688. http://gdmltest.u-ga.fr/item/1176345475/