Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: http://hdl.handle.net/10419/79337
Autor:innen: 
Chernozhukov, Victor
Fernández-Val, Iván
Galichon, Alfred
Datum: 
2007
Schriftenreihe/Nr.: 
cemmap working paper No. CWP09/07
Verlag: 
Centre for Microdata Methods and Practice (cemmap), London
Zusammenfassung: 
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the 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. We illustrate the results with a computational example and an empirical example dealing with age-height growth charts.
Schlagwörter: 
Monotone function , improved approximation , multivariate rearrangement , univariate rearrangement , growth chart , quantile regression , mean regression , series , locally linear , kernel methods
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
4.03 MB





Publikationen in EconStor sind urheberrechtlich geschützt.