An estimator for isotonic regression with boundary consistency

Eunji Lim

doi:10.1016/j.spl.2025.110513

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An estimator for isotonic regression with boundary consistency

Journal article

Open access

Peer reviewed

An estimator for isotonic regression with boundary consistency

Eunji Lim

Statistics & probability letters, Vol.226, pp.1-5

08/2025

DOI: https://doi.org/10.1016/j.spl.2025.110513

Abstract

Isotonic regression

Regression analysis

Estimation theory

Nonparametric statistics

Mathematical optimization

Consistency (Statistics)

The isotonic regression estimator suffers from the overfitting behavior, which is characterized by inconsistency near the boundary of the domain. In this paper, we propose a new estimator that eliminates this behavior and produces consistent estimates across the entire domain.

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Details

Title: An estimator for isotonic regression with boundary consistency
Creators: Eunji Lim
Publication Details: Statistics & probability letters, Vol.226, pp.1-5
Publisher: Elsevier B.V.
Academic Unit: Adelphi University; Decision Sciences and Marketing; Robert B. Willumstad School of Business
Language: English
Resource Type: Journal article
DOI: https://doi.org/10.1016/j.spl.2025.110513
Record Identifier: 991004481899406266