Nonparametric estimation and inference under shape restrictions
From MaRDI portal
Publication:2405907
DOI10.1016/j.jeconom.2017.06.019zbMath1391.62059OpenAlexW2259723213MaRDI QIDQ2405907
Publication date: 28 September 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.06.019
convexinferenceconfidence bandnonparametric estimationconstrained estimationshape restrictionsmonotonicconditional mean functionSlutsky condition
Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15)
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