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Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
Nonlinearity Nonparametric regression Semiparametric regression Local mono- tonicity Bagging
2016/1/25
This paper considers nonparametric and semiparametric regression models subject to monotonicity constraint. We use bagging as an alternative approach to Hall and Huang (2001). Asymptotic properties of...
Monotonicity in the Sample Size of the Length of Classical Confidence Intervals
Gamma function Location and scale parameters Stochastic monotonicity
2012/3/1
It is proved that the average length of standard confidence intervals for parameters of gamma and normal distributions monotonically decrease with the sample size. The proofs are based on fine propert...