| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155203 | Statistics & Probability Letters | 2008 | 9 Pages |
Abstract
We consider the estimation of a monotone function at its end-point, where the least square estimate is inconsistent. The least square criterion is penalized to achieve consistency. The limit distribution for the residual sum of squares is derived, to construct confidence intervals.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jayanta Kumar Pal,