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2 edition of Improving point and interval estimates of monotone functions by rearrangement found in the catalog.

Improving point and interval estimates of monotone functions by rearrangement

by Victor Chernozhukov

  • 377 Want to read
  • 4 Currently reading

Published by Massachusetts Institute of Technology, Dept. of Economics in Cambridge, MA .
Written in English


About the Edition

Suppose that a target function ... is monotonic, namely, weakly increasing, and an original estimate of this target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates. We show that these estimates can always be improved with no harm using rearrangement techniques: The rearrangement methods, univariate and multivariate, transform the original estimate to a monotonic estimate, and the resulting estimate is closer to the true curve in common metrics than the original estimate. The improvement property of the rearrangement also extends to the construction of confidence bands for monotone functions. Suppose we have the lower and upper endpoint functions of a simultaneous confidence interval that covers the target function with a pre-specified probability level, then the rearranged confidence interval, defined by the rearranged lower and upper end-point functions, is shorter in length in common norms than the original interval and covers the target function with probability greater or equal to the pre-specified level. We illustrate the results with a computational example and an empirical example dealing with age-height growth charts. Keywords: Monotone function, improved estimation, improved inference, multivariate rearrangement, univariate rearrangement, Lorentz inequalities, growth chart, quantile regression, mean regression, series, locally linear, kernel methods. JEL Classifications: 62G08, 46F10, 62F35, 62P10

Edition Notes

Statement[by] Victor Chernozhukov, Ivǹ Fernǹdez-Val [and] Alfred Galichon
SeriesWorking paper series / Massachusetts Institute of Technology, Dept. of Economics -- working paper 08-13, Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 08-13.
ContributionsFernǹdez-Val, Ivǹ, Galichon, Alfred, Massachusetts Institute of Technology. Dept. of Economics
The Physical Object
Pagination30 p. :
Number of Pages30
ID Numbers
Open LibraryOL24647255M
OCLC/WorldCa670251844

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Dyck Paths and Positroids from Unit Interval Orders. Monday, April 3, , pm Ungar Room Abstract: It is well known that the number of non-isomorphic unit interval orders on [n] equals the n-th Catalan number. Combining work of Skandera and Reed and work of Postnikov, we will assign a rank n positroid on [2n] to each unit interval. The International Dictionary of Artificial Intelligence William J. Raynor, Jr. Glenlake Publishing Company, Ltd. (monotone increasing) functions such as a logistic or Gaussian function, although At any point, the algorithm can choose a new point x, observe the output and File Size: KB.

In this paper, by using fixed point theorem, upper and lower solution-s method and monotone iterative technique, we prove the existence of maximum and minimum solutions of differential equations with delay, which improved and generalize the result of related paper. Coercive estimates and existence of solutions for a model of one- dimensional viscoelasticity with a non-integrable memory function Improving the Accuracy of Quadrature Method Solutions of Fredholm Integral Equations that Arise from Nonlinear Two-Point Boundary Value Problems Book Review ofCollocation Methods for Volterra Integral and.


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Improving point and interval estimates of monotone functions by rearrangement by Victor Chernozhukov Download PDF EPUB FB2

Improving Point and Interval Estimates of Monotone Functions by Rearrangement Article in Biometrika 96(3) July with 44 Reads How we measure 'reads'. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, "Improving point and interval estimates of monotone functions by rearrangement," CeMMAP working papers CWP17/08, Centre for Microdata Methods and Practice, Institute for Fiscal : RePEc:ifs:cemmap/ Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, "Improving Point and Interval Estimates of Monotone Functions by Rearrangement," Papers, revised Nov Handle: RePEc:arx:papersCited by: Download Citation | Correcting an estimator of a multivariate monotone function with isotonic regression | In many problems, a sensible estimator of a.

Chernozhukov V, Fernandez-Val I, Galichon A () Improving point and interval estimates of monotone functions by rearrangement.

Biometrika – CrossRef Google Scholar Conroy RM, Harris RS, Benet BA () The effects of stock splits on bid-ask : Nikolaus Hautsch.

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Canada V6T 1Z2. This lively book lays out a methodology of confidence distributions and puts them through their paces. Among other merits they lead to optimal combinations of con dence from different sources of information, and they can make complex models amenable to objective and indeed prior-free analysis for less subjectively inclined statisticians.

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An even simpler rearrangement is the two-point rearrangement or polarization of a function. In general two- point rearrangements give weaker results than symmetrization. For the Cahn–Hilliard problem, however, we show that two-point rearrangements can be used to deduce that a minimizer is equal to its reflection with respect to some.

The super level measure studied in Section 5 is a possible “by-size-generalization” of the standard level measure concept. We again make a small modification of the original concept of Do and Thiele when considering a monotone measure μ on all Borel sets in X instead of an outer measure μ generated by a pre-measure σ on a collection small modification enables us Cited by: 4.

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