We study statistical inference for least squares estimators (LSEs) in additive monotone models under a general fixed lattice design. We establish joint limiting distributions for the LSEs and show that the estimators of different additive components are asymptotically independent. The form of the limiting distribution of each component is determined by how fast the number of design points along the corresponding coordinate grows relative to the total sample size n. Apart from this growth rate, the limit depends only on the noise level and, in the non-Gaussian regimes, on the local derivative of the component. In particular, the limit does not depend on the dimension of the model. When the number of design points along a coordinate grows faster than n^(1/3), we construct tuning-free pointwise confidence intervals based on a pivotal limiting distribution, and we validate the theory in numerical simulations. We further show that the block-size normalization underlying these intervals fails to be pivotal at the critical growth rate n^(1/3). We also prove a switching lemma, of independent interest, that simplifies the derivation of limiting distributions in isotonic regression.
We establish an asymptotic theory for the Jones inverse-weighted kernel density estimator when length-biased observations form a strictly stationary short-range dependent sequence. The statistical difficulty is intrinsically composite: reciprocal weighting is singular at the origin, the normalizing mean is estimated fr...
We study the mean function of longitudinal functional data, where each subject contributes a small number of complete profiles over a general domain, observed at random visit times. The mean is projected onto an orthonormal basis in the time direction, and each coefficient function is estimated by a weighted average of...
Rates of convergence in normal approximation are fundamental to probability and statistics. The theory has evolved from normalized sums to Studentized statistics, smooth functions of sample means, and $U$-statistics, and more generally to symmetric statistics. A central question throughout this development has been to...
Bing-Yi Jing, Yi-Ming Liu, Shao-Chen Wang et al.· 0 citations
We study the maximum likelihood estimation of the coefficient {\beta} in well-specified Poisson regression. Using tools from empirical process theory and random conic geometry, we show that the probability of existence of the maximum likelihood estimator (MLE) exhibits a sharp phase transition at the threshold n>d. We...
We study preference elicitation under the Bradley-Terry-Luce (BTL) model where the true partworth vector is unknown and has to be estimated as a parameter with elicited preference information. The set of selected pairwise queries is non-uniform, deterministic, and arbitrary over a collection of alternatives, provided t...
Monotone rearrangements provide a simple way to enforce shape constraints of an estimator, but existing distributional theory does not cover flat regions, where the target induces no local ordering. We study rearranged estimators in two canonical flat settings. First, for a histogram estimator of the uniform density, w...
H. Dette, Marius Kroll, S. Volgushev· 0 citations
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