Box-constrained monotone -approximations and Lipschitz-continuous regularized functions

Let be a nondecreasing function. The main goal of this work is to provide a regularized version, say , of . Our choice will be a best -approximation to in the set of functions which are Lipschitz-continuous, for a fixed Lipschitz norm bound , and verify the boundary restrictions and . Our findings allow to characterize a solution through a monotone best -approximation to the Lipschitz regularization of . This is seen to be equivalent to follow the alternative way of the average of the Pasch-Hausdorff envelopes. We include results showing stability of the procedure as well as directional differentiability of the -distance to the regularized version. This problem is motivated within a statistical problem involving trimmed versions of distribution functions as to measure the level of contamination discrepancy from a fixed model.
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