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Isotonic regression and isotonic projection
Published 29 Mar 2015 in math.ST, math.OC, and stat.TH | (1503.08458v2)
Abstract: The note describes the cones in the Euclidean space admitting isotonic metric projection with respect to the coordinate-wise ordering. As a consequence it is showed that the metric projection onto the regression cone (the cone defined by the general isotonic regression problem) admits a projection which is isotonic with respect to the coordinate-wise ordering.
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