Monotone b-spline smoothing

  • Xuming He
  • , Peide Shi

Research output: Contribution to journalArticlepeer-review

128 Scopus citations

Abstract

Estimation of growth curves or item response curves often involves monotone data smoothing. Methods that have been studied in the literature tend to be either less flexible or more difficult to compute when constraints such as monotonicity are incorporated. Built on the ideas of Koenker, Ng, and Portnoy and Ramsay, we propose monotone B-spline smoothing based on L1 optimization. This method inherits the desirable properties of spline approximations and the computational efficiency of linear programs. The constrained fit is similar to the unconstrained estimate in terms of computational complexity and asymptotic rate of convergence. Through applications to some real and simulated data, we show that the method is useful in a variety of applications. The basic ideas utilized in monotone smoothing can be useful in some other constrained function estimation problems.

Original languageEnglish
Pages (from-to)643-650
Number of pages8
JournalJournal of the American Statistical Association
Volume93
Issue number442
DOIs
StatePublished - Jun 1 1998

Keywords

  • B-spline
  • Constraints
  • Information criterion
  • Least absolute deviation
  • Linear programming
  • Median
  • Monotone smoothing
  • Quantiles

Fingerprint

Dive into the research topics of 'Monotone b-spline smoothing'. Together they form a unique fingerprint.

Cite this