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Creators/Authors contains: "Dai, R."

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  1. ; ; ; ( , Electronic journal of statistics)
    We study the bias of the isotonic regression estimator. While there is extensive work characterizing the mean squared error of the iso- tonic regression estimator, relatively little is known about the bias. In this paper, we provide a sharp characterization, proving that the bias scales as O(n−β/3) up to log factors, where 1 ≤ β ≤ 2 is the exponent correspond- ing to H ̈older smoothness of the underlying mean. Importantly, this result only requires a strictly monotone mean and that the noise distribution has subexponential tails, without relying on symmetric noise or other restrictive assumptions. 
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  2. ; ; ; ( , The Journal of Chemical Physics)
  3. ; ; ( , The Journal of Chemical Physics)