NONPARAMETRIC REGRESSION WlITH SIMPLE CURVE CHARACTERISTICS

Abstract

The character of nonparametric statistical methods is that they are constructed for very general situations, without the specific narrow assumptions, which appear in the common parametric methods. Isotonic regression is a nonparametric regression method, which has paid a well deserved attention for some decades. In this case the only assumption about the regression function is that it is non-decreasing (or non increasing). The basic theory of isotonic regression is contained in the book by Barlow, Bartholomew, Brenner and Brunk (1972).