LU Yiqiang, MAO Shisong. The Estimation of the Monotone Regression Function and Its Application to the Analysis of the Degradation Data[J]. Chinese Journal of Applied Probability and Statistics, 2004, 20(4): 352-358.
Citation: LU Yiqiang, MAO Shisong. The Estimation of the Monotone Regression Function and Its Application to the Analysis of the Degradation Data[J]. Chinese Journal of Applied Probability and Statistics, 2004, 20(4): 352-358.

The Estimation of the Monotone Regression Function and Its Application to the Analysis of the Degradation Data

  • The equation such asf=C_1+C_2 \int_0^t\left\exp \int_0^u \omega(s) \mathrmd s\right \mathrmd u, where C1,C2 are arbitrary constants and w(s) is Lebesgue square integrable, is the famility of monotone function. In particular the function w(s) is supposed to be a spline function in this paper. The parameters are estimated by the penalized least square method and the asymptotic of the estimator is obtained. Application is discussed to the analysis of the degradation data and the satisfying result is made.
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