Pages that link to "Item:Q5229914"
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The following pages link to A Computational Framework for Multivariate Convex Regression and Its Variants (Q5229914):
Displayed 14 items.
- Editorial: Special issue on ``Nonparametric inference under shape constraints'' (Q1730896) (← links)
- Shape constraints in economics and operations research (Q1730901) (← links)
- Nonparametric shape-restricted regression (Q1730903) (← links)
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization? (Q2083962) (← links)
- Stratified incomplete local simplex tests for curvature of nonparametric multiple regression (Q2108481) (← links)
- An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems (Q2146447) (← links)
- Center-outward quantiles and the measurement of multivariate risk (Q2212163) (← links)
- Adaptation in multivariate log-concave density estimation (Q2656591) (← links)
- Composite Difference-Max Programs for Modern Statistical Estimation Problems (Q4562249) (← links)
- A User-Friendly Computational Framework for Robust Structured Regression with the L<sub>2</sub> Criterion (Q5057231) (← links)
- Assessing Panamanian hospitals' performance with alternative frontier methods (Q6056119) (← links)
- Performance enhancements for a generic conic interior point algorithm (Q6102857) (← links)
- Semiparametric Efficiency in Convexity Constrained Single-Index Model (Q6107207) (← links)
- Generalized quantile and expectile properties for shape constrained nonparametric estimation (Q6168512) (← links)