Nonparametric least squares estimation of a multivariate convex regression function
From MaRDI portal
Abstract: This paper deals with the consistency of the least squares estimator of a convex regression function when the predictor is multidimensional. We characterize and discuss the computation of such an estimator via the solution of certain quadratic and linear programs. Mild sufficient conditions for the consistency of this estimator and its subdifferentials in fixed and stochastic design regression settings are provided. We also consider a regression function which is known to be convex and componentwise nonincreasing and discuss the characterization, computation and consistency of its least squares estimator.
Recommendations
- Estimating a Convex Function in Nonparametric Regression
- scientific article; zbMATH DE number 3925998
- Nonparametric least squares estimation of a regression function
- Nonparametric estimation by convex programming
- Nonparametric estimation of the regression function in \(L^ 2\)
- scientific article; zbMATH DE number 775848
- Nonparametric estimation of quadratic regression functionals
- scientific article; zbMATH DE number 4109874
- Adaptive nonparametric estimation of a multivariate regression function
Cites work
- scientific article; zbMATH DE number 3890132 (Why is no real title available?)
- scientific article; zbMATH DE number 3126936 (Why is no real title available?)
- scientific article; zbMATH DE number 3912096 (Why is no real title available?)
- scientific article; zbMATH DE number 1324223 (Why is no real title available?)
- Consistency in concave regression
- Consistency of multivariate log-concave density estimators
- Convex Analysis
- Estimating a Convex Function in Nonparametric Regression
- Estimation of a convex function: Characterizations and asymptotic theory.
- Maximum Likelihood Estimates of Monotone Parameters
- Multivariate log-concave distributions as a nearly parametric model
- Nonparametric estimation of multivariate convex-transformed densities
- Nonparametric identification and estimation of polychotomous choice models
- Nonparametric least squares estimation of a multivariate convex regression function
- Nonparametric regression under qualitative smoothness assumptions
- Numerical Optimization
- On second derivates of convex functions.
- Point Estimates of Ordinates of Concave Functions
- Probability with Martingales
- Representation theorem for convex nonparametric least squares
- Risk bounds in isotonic regression
- Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models
- The Extremal Convex Functions.
- The Nonparametric Approach to Demand Analysis
- The Nonparametric Approach to Production Analysis
- Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
- Weak convergence and empirical processes. With applications to statistics
Cited in
(63)- A new computational framework for log-concave density estimation
- Convex support vector regression
- Spectrahedral Regression
- Plugin estimation of smooth optimal transport maps
- Subgradient regularized multivariate convex regression at scale
- Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries
- Tropical reproducing kernels and optimization
- A Sharper Computational Tool for Regression
- Concave regression: value-constrained estimation and likelihood ratio-based inference
- Robust nonparametric frontier estimation in two steps
- Editorial: Special issue on ``Nonparametric inference under shape constraints
- Nonparametric shape-restricted regression
- Shape constraints in economics and operations research
- Shape constrained density estimation via penalized Rényi divergence
- A property of projection residuals with applications to concave regression
- Nonparametric least squares estimation of a multivariate convex regression function
- Nonparametric quantile frontier estimation under shape restriction
- Estimating the Probability that a Function Observed with Noise Is Convex
- A penalized method for multivariate concave least squares with application to productivity analysis
- Riesz estimators
- Valid inequalities for concave piecewise linear regression
- Imposing regularity conditions to measure banks' productivity changes in Taiwan using a stochastic approach
- Confidence intervals for multiple isotonic regression and other monotone models
- Optimal rates of convergence for convex set estimation from support functions
- A data efficient and feasible level set method for stochastic convex optimization with expectation constraints
- Global risk bounds and adaptation in univariate convex regression
- Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation
- Local continuity of log-concave projection, with applications to estimation under model misspecification
- The least squares estimator of random variables under convex operators on \(L_{\mathcal{F}}^\infty (\mu)\) space
- A more efficient algorithm for convex nonparametric least squares
- Random concave functions
- Representation theorem for convex nonparametric least squares
- On univariate convex regression
- A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion
- Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
- A Computational Framework for Multivariate Convex Regression and Its Variants
- Estimation of a convex function: Characterizations and asymptotic theory.
- Nonparametric regression estimation using penalized least squares
- On convergence rates of convex regression in multiple dimensions
- Estimation of time-varying parameters in statistical models: An optimization approach
- An improved Afriat-Diewert-Parkan nonparametric production function estimator
- Combining the virtues of stochastic frontier and data envelopment analysis
- Consistency of concave regression with an application to current-status data
- Generalized quantile and expectile properties for shape constrained nonparametric estimation
- A study on the least squares estimator of multivariate isotonic regression function
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- The limiting behavior of isotonic and convex regression estimators when the model is misspecified
- Automatic identification of curve shapes with applications to ultrasonic vocalization
- Adaptation in log-concave density estimation
- Linear regression estimation methods for inferring standard values of snow load in small sample situations
- Consistency of multidimensional convex regression
- Sparse Convex Regression
- Variational analysis of constrained M-estimators
- On convex least squares estimation when the truth is linear
- Bracketing numbers of convex and \(m\)-monotone functions on polytopes
- On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression
- Least squares estimation of linear regression models for convex compact random sets
- scientific article; zbMATH DE number 7626735 (Why is no real title available?)
- An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems
- Enhancing phenomenological yield functions with data: challenges and opportunities
- Segmented concave least squares: a nonparametric piecewise linear regression
- Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data
- Multivariate convex regression with adaptive partitioning
This page was built for publication: Nonparametric least squares estimation of a multivariate convex regression function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q638807)
