Piecewise monotone estimation in one-parameter exponential family
单参数指数族中的分段单调估计
The problem of estimating a piecewise monotone sequence of normal means is called the nearly isotonic regression. For this problem, an efficient algorithm has been devised by modifying the pool adjacent violators algorithm (PAVA). In this study, we investigate estimation of a piecewise monotone parameter sequence for general one-parameter exponential families such as binomial, Poisson and chi-square. We develop an efficient algorithm based on the modified PAVA, which…