title: A Backward-Induction Algorithm for Computing the best ConvexContrast of two Bivariate Samples
creator: Müller, D.W.
subject: 510
subject: 510 Mathematics
description: For real-valued x(1), x(2), ... , x(n) with real-valued "responses"y(1), y(2), ... , y(n) and "scores" s(1), s(2), ... ,s(n) we solve the problem ofcomputing the maximum of C(k) = s(1) I {y(1) 3 k(x(1))}+ ... + s(n) I { ... } over allconvex functions k on the line. The article describes a recursive relation and analgorithm based on it to compute this value and an optimal k in O(n(3)) steps. Fora special choice of scores, max C(k) can be interpreted as a generalized (one-sided)Kolmogorov-Smirnov statistic to test for treatment effect in nonparametric analysisof covariance.
date: 1995-10
type: Working paper
type: info:eu-repo/semantics/workingPaper
type: NonPeerReviewed
format: application/pdf
identifier: https://archiv.ub.uni-heidelberg.de/volltextserverhttps://archiv.ub.uni-heidelberg.de/volltextserver/20899/1/beitrag.29.pdf
identifier: DOI:10.11588/heidok.00020899
identifier: urn:nbn:de:bsz:16-heidok-208995
identifier:   Müller, D.W.  (1995) A Backward-Induction Algorithm for Computing the best ConvexContrast of two Bivariate Samples.  [Working paper]     
relation: https://archiv.ub.uni-heidelberg.de/volltextserver/20899/
rights: info:eu-repo/semantics/openAccess
rights: http://archiv.ub.uni-heidelberg.de/volltextserver/help/license_urhg.html
language: eng