On univariate convex regression
From MaRDI portal
Publication:1688426
DOI10.1007/s13171-017-0104-8zbMath1380.62170arXiv1608.04167OpenAlexW2963523394MaRDI QIDQ1688426
Bodhisattva Sen, Promit Ghosal
Publication date: 5 January 2018
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.04167
least squares estimatorintegral of Brownian motioninvelope processconvex function estimationshape constrained regressionunivariate convex regression
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
On least squares estimation under heteroscedastic and heavy-tailed errors ⋮ A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion ⋮ Robust nonparametric frontier estimation in two steps ⋮ Inference for Local Parameters in Convexity Constrained Models ⋮ Estimation and inference for minimizer and minimum of convex functions: optimality, adaptivity and uncertainty principles ⋮ Nonparametric shape-restricted regression ⋮ Confidence intervals for multiple isotonic regression and other monotone models
Cites Work
- Unnamed Item
- Unnamed Item
- Nonparametric least squares estimation of a multivariate convex regression function
- Consistency of concave regression with an application to current-status data
- Limit distribution theory for maximum likelihood estimation of a log-concave density
- Nonparametric regression under qualitative smoothness assumptions
- Consistency in concave regression
- Nonparametric estimation of the location of a maximum in a response surface.
- On the degrees of freedom in shape-restricted regression.
- A canonical process for estimation of convex functions: the ``invelope of integrated Brownian motion \(+t^ 4\).
- Estimation of a convex function: Characterizations and asymptotic theory.
- Weak convergence and empirical processes. With applications to statistics
- Consistent estimation of a convex density at the origin
- A second Marshall inequality in convex estimation
- Marshall’s lemma for convex density estimation
- Point Estimates of Ordinates of Concave Functions
- On convex least squares estimation when the truth is linear
