In this paper it is shown that in the monotone regression model the unknown regression function can be consistently estimated by the least-squares method.
@article{1176350361,
author = {Christopeit, N. and Tosstorff, G.},
title = {Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors},
journal = {Ann. Statist.},
volume = {15},
number = {1},
year = {1987},
pages = { 568-586},
language = {en},
url = {http://dml.mathdoc.fr/item/1176350361}
}
Christopeit, N.; Tosstorff, G. Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors. Ann. Statist., Tome 15 (1987) no. 1, pp. 568-586. http://gdmltest.u-ga.fr/item/1176350361/