{"title":"Characterization of the least squares estimator: Mis-specified multivariate isotonic regression model with dependent errors","authors":"Pramita Bagchi, Subhra Dhar","doi":"10.1090/tpms/1210","DOIUrl":null,"url":null,"abstract":"This article investigates some nice properties of the least squares estimator of multivariate isotonic regression function (denoted as LSEMIR), when the model is mis-specified, and the errors are \n\n \n β\n \\beta\n \n\n-mixing stationary random variables. Under mild conditions, it is observed that the least squares estimator converges uniformly to a certain monotone function, which is closest to the original function in an appropriate sense.","PeriodicalId":0,"journal":{"name":"","volume":" 91","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1090/tpms/1210","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This article investigates some nice properties of the least squares estimator of multivariate isotonic regression function (denoted as LSEMIR), when the model is mis-specified, and the errors are
β
\beta
-mixing stationary random variables. Under mild conditions, it is observed that the least squares estimator converges uniformly to a certain monotone function, which is closest to the original function in an appropriate sense.
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