Ou Zhao University of South Carolina at Columbia
Estimating a monotone trend
The estimation of a monotone trend that has been obscured by stationary fluctuations is considered and illustrated by global temperature anomalies. At an interior point, the rescaled isotonic estimators are shown to converge in distribution to Chernoff's distribution under minimal conditions on the stationary errors; and two modifications for estimating the value at an end point are compared. The quality of the implicit approximations is assessed by simulation and found to be quite good for several models. The proof is elementary, but with enough sophistications to make it interesting. This is a joint work with M. Woodroofe.
©2010, Department of Mathematical Sciences
Last Modified: February 26, 2009