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Box-constrained monotone LL_\infty-approximations and Lipschitz-continuous regularized functions

Abstract

Let f:[0,1][0,1]f:[0,1]\to[0,1] be a nondecreasing function. The main goal of this work is to provide a regularized version, say f~L\tilde f_L, of ff. Our choice will be a best LL_\infty-approximation to ff in the set of functions h:[0,1][0,1]h:[0,1]\to[0,1] which are Lipschitz-continuous, for a fixed Lipschitz norm bound LL, and verify the boundary restrictions h(0)=0h(0)=0 and h(1)=1h(1)=1. Our findings allow to characterize a solution through a monotone best LL_\infty-approximation to the Lipschitz regularization of ff. 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 LL_\infty-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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