Monotone B-spline smoothing

被引:104
作者
He, XM [1 ]
Shi, P
机构
[1] Univ Illinois, Dept Stat, Champaign, IL 61820 USA
[2] Peking Univ, Dept Probabil & Stat, Beijing, Peoples R China
关键词
B-spline; constraints; information criterion; least absolute deviation; linear programming; median; monotone smoothing; quantiles;
D O I
10.2307/2670115
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Estimation of growth curves or item response curves often involves monotone data smoothing. Methods that have been studied in the Literature tend to be either less flexible or more difficult to compute when constraints such as monotonicity are incorporated. Built on the ideas of Koenker, Ng, and Portnoy and Ramsay, we propose monotone B-spline smoothing based on L-1 optimization. This method inherits the desirable properties of spline approximations and the computational efficiency of linear programs. The constrained fit is similar to the unconstrained estimate in terms of computational complexity and asymptotic rate of convergence. Through applications to some real and simulated data, we show that the method is useful in a variety of applications. The basic ideas utilized in monotone smoothing can be useful in some other constrained function estimation problems.
引用
收藏
页码:643 / 650
页数:8
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