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The Spiking Problem in the Context of the Isotonic Regression

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Part of the book series: Studies in Systems, Decision and Control ((SSDC,volume 142))

Abstract

The usual estimators of the regression under isotonicity are known to present the so-called spiking problem, that is, they are very sensitive at the tails. Three design-based strategies in order to alleviate this effect are discussed. The proposed strategies will provide uniform consistency on the (closed and bounded) working interval. Firstly, the usual isotonic regression with a suitable number of observations at the edges of the interval is considered. Secondly, a reallocation of part of the edge observations at some artificial adjacent points is suggested. Finally, a strategy based on constraining the isotonic regression to take values within some horizontal bands is investigated. Simulation studies illustrate the performance of the proposed estimators in practice.

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Correspondence to Ana Colubi .

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Colubi, A., Domínguez-Menchero, J.S., González-Rodríguez, G. (2018). The Spiking Problem in the Context of the Isotonic Regression. In: Gil, E., Gil, E., Gil, J., Gil, M. (eds) The Mathematics of the Uncertain. Studies in Systems, Decision and Control, vol 142. Springer, Cham. https://doi.org/10.1007/978-3-319-73848-2_9

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  • DOI: https://doi.org/10.1007/978-3-319-73848-2_9

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  • Print ISBN: 978-3-319-73847-5

  • Online ISBN: 978-3-319-73848-2

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