Isotonic, Convex and Related Splines

Abstract

In this paper, we consider the estimation of isotonic, convex or related functions by means of splines. It is shown that certain classes of isotone or convex functions can be represented as a positive cone embedded in a Hilbert space. Using this representation, we give an existence and characterization theorem for isotonic or convex splines. Two special cases are examined showing the existence of a globally monotone cubic smoothing spline and a globally convex quintic smoothing spline. Finally, we examine a regression problem and show that the isotonic-type of spline provides a strongly consistent solution. We also point out several other statistical applications.