Isotonic Approximation.

Abstract

The report is a survey of recent work in the field of isotonic regression from a slightly different point of view. The authors call the problem, Minimize //g - f// Subject to f belongs to K, where K is the cone os isotonic or order preserving functions, the isotonic approximation. For the L sub 2 norm, this is the isotonic regression problem. The authors consider norms more general than the L sub 2 norm and characterize their solution. The duality theory is also presented. Applications to problems of failure rate estimation are discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1971
Accession Number
AD0734131

Entities

People

  • Richard E. Barlow
  • Vasant A. Ubhaya

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Science
  • Computers
  • Cooperation
  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Statistical inference.