The index of increase in the presence of measurement errors and the inevitability of striking a balance between determinism and randomness

12/27/2017
by   Lingzhi Chen, et al.
0

We introduce a modification of the index of increase that works in both deterministic and random environments, and thus allows us to assess monotonicity of functions that are prone to random measurement errors. We prove consistency of the empirical index and show how its rate of convergence is influenced by deterministic and random parts of the data. In particular, the obtained results allow us to determine the frequency at which observations should be taken in order to reach any pre-specified level of estimation precision. We illustrate the performance of the suggested estimator using simulated data arising from purely deterministic and error-contaminated monotonic and non-monotonic functions.

READ FULL TEXT
research
12/27/2017

Estimating the index of increase via balancing deterministic and random data

We introduce and explore an empirical index of increase that works in bo...
research
05/27/2018

Assessing monotonicity of transfer functions in nonlinear dynamical control systems

When dealing with dynamical systems arising in diverse control systems, ...
research
05/27/2018

Assessing transfer functions in control systems

When dealing with control systems, it is useful and even necessary to as...
research
06/23/2022

On the estimation of the jump activity index in the case of random observation times

We propose a nonparametric estimator of the jump activity index β of a p...
research
04/03/2018

A spline-assisted semiparametric approach to non-parametric measurement error models

Nonparametric estimation of the probability density function of a random...
research
11/26/2018

Estimation of a Nonseparable Heterogeneous Demand Function with Shape Restrictions and Berkson Errors

Berkson errors are commonplace in empirical microeconomics and occur whe...
research
07/15/2018

A Tight Upper Bound on Bit Error Rate of Joint OFDM and Multi-Carrier Index Keying

This letter investigates performance enhancement by the concept of multi...

Please sign up or login with your details

Forgot password? Click here to reset