期刊
JOURNAL OF NONPARAMETRIC STATISTICS
卷 14, 期 3, 页码 279-294出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/10485250212380
关键词
limit distributions; density estimation; regression function estimation; discontinuity; dependence; monotone
Pointwise limit distribution results are given for the isotonic regression estimator at a point of discontinuity. The cases treated are independent data, phi- and alpha-mixing data and subordinated Gaussian long range dependent data. Pointwise limit results for the nonparametric maximum likelihood estimator of a monotone density are given at a point of discontinuity, for independent data. The limit distributions are non-standard and differ from the ones obtained for differentiable regression and density functions.
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