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Shape constrained estimators in inverse regression models with convolution-type operator

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  • Birke, Melanie
  • Bissantz, Nicolai

Abstract

In this paper we are concerned with shape restricted estimation in inverse regression problems with convolution-type operator. We use increasing rearrangements to compute increasingand convex estimates from an (in principle arbitrary) unconstrained estimate of the unknown regression function. An advantage of our approach is that it is not necessary that prior shape information is known to be valid on the complete domain of the regression function. Instead, it is sufficient if it holds on some compact interval. A simulation study shows that the shape restricted estimate on the respective interval is significantly less sensitive to moderate undersmoothing than the unconstrained estimate, which substantially improves applicability of estimates based on data-driven bandwidth estimators. Finally, we demonstrate the application of the increasing estimator by the estimation of the luminosity profile of an elliptical galaxy. Here, a major interest is in reconstructing the central peak of the profile, which, due to its small size, requires to select the bandwidth as small as possible.

Suggested Citation

  • Birke, Melanie & Bissantz, Nicolai, 2007. "Shape constrained estimators in inverse regression models with convolution-type operator," Technical Reports 2007,35, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Handle: RePEc:zbw:sfb475:200735
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    References listed on IDEAS

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    1. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Improving estimates of monotone functions by rearrangement," CeMMAP working papers CWP09/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Dette, Holger & Birke, Melanie, 2005. "A note on estimating a monotone regression by combining kernel and density estimates," Technical Reports 2005,24, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    3. Nicolai Bissantz & Lutz Dümbgen & Hajo Holzmann & Axel Munk, 2007. "Non‐parametric confidence bands in deconvolution density estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(3), pages 483-506, June.
    4. Bissantz, Nicolai & Dümbgen, Lutz & Holzmann, Hajo & Munk, Axel, 2007. "Nonparametric confidence bands in deconvolution density estimation," Technical Reports 2007,03, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    5. Iain M. Johnstone & Gérard Kerkyacharian & Dominique Picard & Marc Raimondo, 2004. "Wavelet deconvolution in a periodic setting," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 547-573, August.
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